+8.2%
WBD vs IR
+271.9%
-263.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -0.6% | -3.1% | +2.5% | +0.7% |
| 30D | +4.2% | -14.0% | +18.2% | +11.0% |
| 3M | +7.5% | +3.7% | +3.8% | +4.9% |
| 6M | +1.6% | -15.4% | +17.0% | +7.4% |
| YTD | -2.2% | -7.7% | +5.5% | -1.5% |
| 1Y | +124.9% | -8.8% | +133.7% | +126.9% |
| 3Y | +149.1% | +5.6% | +143.5% | +131.2% |
| 5Y | +7.8% | +34.3% | -26.5% | -10.8% |
| All | +8.2% | +271.9% | -263.7% | -36.5% |
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