+297.5%
WBD vs DVA
+686.2%
-388.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +2.0% | +1.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +4.2% | +1.7% | +2.5% | +3.6% |
| 3M | +7.5% | -8.7% | +16.2% | +9.5% |
| 6M | +1.6% | +19.7% | -18.1% | -6.6% |
| YTD | -2.2% | +59.6% | -61.8% | -19.7% |
| 1Y | +124.9% | +37.1% | +87.8% | +94.2% |
| 3Y | +149.1% | +89.8% | +59.3% | +82.4% |
| 5Y | +7.8% | +47.4% | -39.5% | -16.4% |
| 10Y | +14.9% | +184.9% | -170.0% | -35.6% |
| All | +297.5% | +686.2% | -388.7% | +46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling