+12.7%
WBD vs IP
+23.4%
-10.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.4% |
| 7D | -1.8% | -5.3% | +3.5% | +0.5% |
| 30D | +8.8% | -10.9% | +19.6% | +14.1% |
| 3M | +4.6% | +11.2% | -6.5% | -2.1% |
| 6M | +1.1% | -10.2% | +11.3% | +2.9% |
| YTD | -2.0% | -2.0% | 0.0% | -5.4% |
| 1Y | +140.0% | -19.1% | +159.1% | +151.1% |
| 3Y | +144.4% | +20.9% | +123.5% | +98.4% |
| 5Y | -0.2% | -17.8% | +17.6% | -1.7% |
| All | +12.7% | +23.4% | -10.8% | -17.7% |
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