+7.8%
WBD vs IT
-46.1%
+53.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | -0.6% | -12.7% | +12.1% | +3.6% |
| 30D | +4.2% | -8.9% | +13.1% | +6.8% |
| 3M | +7.5% | +10.1% | -2.6% | +1.4% |
| 6M | +1.6% | +7.3% | -5.7% | -4.6% |
| YTD | -2.2% | -32.4% | +30.2% | +10.9% |
| 1Y | +124.9% | -26.6% | +151.5% | +144.0% |
| 3Y | +149.1% | -51.8% | +200.9% | +223.5% |
| 5Y | +7.8% | -45.6% | +53.4% | +16.1% |
| All | +7.8% | -46.1% | +53.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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