+1.5%
WBD vs IP
+46.0%
-44.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | +7.6% | +0.5% | +7.1% | +7.4% |
| 30D | +1.5% | -9.3% | +10.8% | +6.2% |
| 3M | -9.5% | -9.2% | -0.3% | -5.3% |
| 6M | -30.0% | -14.0% | -16.0% | -25.1% |
| YTD | -12.7% | +7.7% | -20.3% | -17.3% |
| 1Y | +25.6% | +16.4% | +9.1% | +14.2% |
| 3Y | -22.2% | +27.2% | -49.4% | -36.1% |
| All | +1.5% | +46.0% | -44.5% | -35.1% |
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