-12.9%
WBD vs IP
+28.9%
-41.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.3% | -3.2% | -1.0% |
| 7D | +1.0% | -1.4% | +2.4% | +1.6% |
| 30D | +26.7% | -18.3% | +45.1% | +39.0% |
| 3M | +91.1% | -19.9% | +111.1% | +111.0% |
| 6M | +164.8% | -11.8% | +176.6% | +172.7% |
| YTD | +114.5% | -27.2% | +141.7% | +146.0% |
| 1Y | +141.9% | -32.4% | +174.3% | +188.0% |
| 3Y | +120.7% | +30.1% | +90.7% | +80.1% |
| 5Y | +8.3% | +7.3% | +1.0% | -3.3% |
| All | -12.9% | +28.9% | -41.8% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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