+298.2%
WBD vs IBB
+841.3%
-543.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.1% |
| 7D | -1.8% | +1.4% | -3.2% | -2.7% |
| 30D | +8.8% | +10.5% | -1.7% | +1.6% |
| 3M | +4.6% | +23.6% | -19.0% | -9.4% |
| 6M | +1.1% | +22.6% | -21.6% | -12.6% |
| YTD | -2.0% | +25.7% | -27.7% | -16.9% |
| 1Y | +140.0% | +51.4% | +88.6% | +79.4% |
| 3Y | +144.4% | +64.4% | +80.0% | +75.7% |
| 5Y | -0.2% | +22.1% | -22.4% | -14.3% |
| 10Y | +9.1% | +132.5% | -123.4% | -41.1% |
| All | +298.2% | +841.3% | -543.1% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling