-8.8%
WBD vs GDDY
+390.3%
-399.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.0% |
| 7D | -0.7% | -3.2% | +2.5% | -0.1% |
| 30D | +1.4% | +6.8% | -5.4% | -0.7% |
| 3M | +4.4% | +30.5% | -26.1% | -4.3% |
| 6M | +0.8% | +13.3% | -12.5% | -4.8% |
| YTD | -2.7% | -21.0% | +18.3% | +0.8% |
| 1Y | +73.4% | -34.0% | +107.4% | +88.5% |
| 3Y | +142.1% | +33.1% | +109.1% | +118.3% |
| 5Y | +7.2% | +30.3% | -23.1% | -2.9% |
| 10Y | +14.2% | +205.5% | -191.3% | -12.3% |
| All | -8.8% | +390.3% | -399.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling