+37.3%
WBD vs IRE
-84.0%
+121.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -0.8% |
| 7D | -1.7% | +29.0% | -30.7% | -1.6% |
| 30D | +3.9% | +24.2% | -20.4% | +3.9% |
| 3M | +5.1% | -53.2% | +58.2% | +5.7% |
| 6M | +0.6% | -36.0% | +36.6% | +1.1% |
| YTD | -3.2% | -51.0% | +47.9% | -2.0% |
| All | +37.3% | -84.0% | +121.3% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling