+17.1%
WBD vs IP
+13.1%
+4.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.4% | +14.6% | +14.3% |
| 7D | +14.2% | -0.4% | +14.6% | +14.3% |
| 30D | +14.2% | -0.4% | +14.6% | +14.3% |
| 3M | +14.2% | -0.4% | +14.6% | +14.3% |
| 6M | +13.3% | -5.4% | +18.7% | +15.2% |
| YTD | +7.4% | -15.6% | +23.0% | +13.3% |
| 1Y | +63.0% | -28.7% | +91.7% | +84.7% |
| 3Y | +206.7% | +4.7% | +202.0% | +171.1% |
| 5Y | +18.4% | -26.1% | +44.5% | +24.8% |
| All | +17.1% | +13.1% | +4.0% | -26.4% |
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