+13.7%
WBD vs IBB
+122.2%
-108.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | -1.7% | -3.9% | +2.2% | +0.8% |
| 30D | +3.9% | +2.7% | +1.1% | +1.8% |
| 3M | +5.1% | +21.4% | -16.3% | -7.7% |
| 6M | +0.6% | +20.1% | -19.5% | -11.6% |
| YTD | -3.2% | +21.9% | -25.0% | -16.0% |
| 1Y | +127.7% | +44.1% | +83.5% | +76.0% |
| 3Y | +146.6% | +63.4% | +83.2% | +78.0% |
| 5Y | +4.2% | +19.8% | -15.6% | -13.9% |
| 10Y | +13.7% | +127.0% | -113.3% | -27.8% |
| All | +13.7% | +122.2% | -108.6% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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