+205.5%
WBD vs IP
+10.2%
+195.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +36.5% | -11.7% | +48.2% | +38.6% |
| 7D | +36.5% | -11.7% | +48.2% | +38.6% |
| 30D | +36.5% | -11.7% | +48.2% | +38.6% |
| 3M | +36.5% | -11.7% | +48.2% | +38.6% |
| 6M | +36.5% | -11.7% | +48.2% | +38.6% |
| YTD | +36.5% | -11.7% | +48.2% | +38.6% |
| 1Y | +63.0% | -28.7% | +91.7% | +77.9% |
| All | +205.5% | +10.2% | +195.3% | +189.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling