-11.6%
WBD vs IR
+293.1%
-304.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +34.8% | +1.6% | +33.2% | +33.7% |
| 3M | +113.8% | +1.2% | +112.6% | +112.2% |
| 6M | +154.1% | -2.5% | +156.6% | +154.9% |
| YTD | +118.1% | -14.5% | +132.5% | +132.9% |
| 1Y | +147.1% | -26.1% | +173.2% | +181.1% |
| 3Y | +94.7% | +40.3% | +54.4% | +64.8% |
| 5Y | +2.7% | +82.4% | -79.6% | -23.5% |
| All | -11.6% | +293.1% | -304.7% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling