+18.7%
WBD vs IR
+299.7%
-280.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +1.7% | +32.6% | +33.5% |
| 7D | +34.3% | +1.7% | +32.6% | +33.5% |
| 30D | +34.3% | +1.7% | +32.6% | +33.5% |
| 3M | +34.3% | +1.7% | +32.6% | +33.5% |
| 6M | +34.3% | +1.7% | +32.6% | +33.5% |
| YTD | +34.3% | +1.7% | +32.6% | +33.5% |
| 1Y | +63.0% | -6.3% | +69.3% | +68.2% |
| 3Y | +206.7% | +25.4% | +181.3% | +173.0% |
| 5Y | +18.4% | +54.3% | -35.9% | -4.4% |
| All | +18.7% | +299.7% | -280.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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