-10.9%
WBD vs IP
+26.6%
-37.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | +6.7% | -17.9% | +24.5% | +16.9% |
| 30D | +19.3% | -20.8% | +40.1% | +32.9% |
| 3M | +78.9% | -20.5% | +99.4% | +97.6% |
| 6M | +171.9% | -16.4% | +188.3% | +187.9% |
| YTD | +115.3% | -30.6% | +145.9% | +153.1% |
| 1Y | +177.2% | -34.6% | +211.8% | +235.6% |
| 3Y | +118.2% | +23.7% | +94.5% | +82.8% |
| 5Y | +6.2% | +1.4% | +4.8% | -2.4% |
| All | -10.9% | +26.6% | -37.5% | -43.1% |
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