+11.4%
WBD vs DVA
+187.8%
-176.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | +1.4% | 0.0% | +1.4% | +1.4% |
| 3M | +4.4% | -10.9% | +15.3% | +6.6% |
| 6M | +0.8% | +17.3% | -16.4% | -5.2% |
| YTD | -2.7% | +59.8% | -62.5% | -17.2% |
| 1Y | +73.4% | +36.3% | +37.1% | +54.4% |
| 3Y | +142.1% | +88.6% | +53.5% | +87.8% |
| 5Y | +7.2% | +47.5% | -40.3% | -12.8% |
| All | +11.4% | +187.8% | -176.5% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling