+296.4%
WBD vs IT
+1,551.6%
-1,255.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -7.4% | +7.0% | +2.4% |
| 7D | -0.7% | -9.1% | +8.4% | +2.8% |
| 30D | +5.0% | -7.0% | +12.0% | +7.3% |
| 3M | +6.2% | +7.6% | -1.4% | -0.3% |
| 6M | +0.6% | +2.1% | -1.5% | -5.1% |
| YTD | -2.4% | -31.6% | +29.2% | +6.9% |
| 1Y | +127.7% | -29.9% | +157.6% | +145.8% |
| 3Y | +148.4% | -51.3% | +199.7% | +206.3% |
| 5Y | +4.2% | -44.8% | +49.0% | +19.5% |
| 10Y | +10.8% | +91.4% | -80.6% | -30.8% |
| All | +296.4% | +1,551.6% | -1,255.2% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling