+4.2%
WBD vs IR
+40.4%
-36.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.3% |
| 7D | -1.7% | -1.9% | +0.2% | -0.8% |
| 30D | +3.9% | -15.0% | +18.9% | +12.7% |
| 3M | +5.1% | -0.4% | +5.5% | +3.9% |
| 6M | +0.6% | -15.0% | +15.6% | +7.3% |
| YTD | -3.2% | -7.1% | +3.9% | -3.5% |
| 1Y | +127.7% | -7.5% | +135.2% | +126.3% |
| 3Y | +146.6% | +6.3% | +140.3% | +110.0% |
| 5Y | +4.2% | +37.3% | -33.2% | -34.6% |
| All | +4.2% | +40.4% | -36.2% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling