+8.4%
WBD vs IR
+288.5%
-280.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.6% |
| 30D | +8.8% | -15.1% | +23.9% | +16.5% |
| 3M | +4.6% | +6.1% | -1.4% | +1.1% |
| 6M | +1.1% | -16.8% | +17.9% | +7.7% |
| YTD | -2.0% | -3.5% | +1.6% | -3.1% |
| 1Y | +140.0% | -3.5% | +143.5% | +136.3% |
| 3Y | +144.4% | +9.5% | +134.9% | +123.3% |
| 5Y | -0.2% | +45.1% | -45.3% | -20.0% |
| All | +8.4% | +288.5% | -280.2% | -37.5% |
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 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