+11.4%
WBD vs GDDY
+207.2%
-195.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.1% |
| 7D | -0.7% | -3.2% | +2.5% | 0.0% |
| 30D | +1.4% | +6.8% | -5.4% | -1.0% |
| 3M | +4.4% | +30.5% | -26.1% | -5.8% |
| 6M | +0.8% | +13.3% | -12.5% | -5.8% |
| YTD | -2.7% | -21.0% | +18.3% | +1.5% |
| 1Y | +73.4% | -34.0% | +107.4% | +91.7% |
| 3Y | +142.1% | +33.1% | +109.1% | +112.4% |
| 5Y | +7.2% | +30.3% | -23.1% | -5.6% |
| All | +11.4% | +207.2% | -195.9% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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