+336.3%
WBD vs IT
+1,696.7%
-1,360.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +22.8% | -9.0% | +4.2% |
| 7D | +13.8% | +22.8% | -9.0% | +4.2% |
| 30D | +13.8% | +22.8% | -9.0% | +4.2% |
| 3M | +13.8% | +22.8% | -9.0% | +4.2% |
| 6M | +13.3% | +18.9% | -5.7% | +4.6% |
| YTD | +7.4% | -25.6% | +33.0% | +17.9% |
| 1Y | +63.0% | -27.0% | +90.0% | +79.5% |
| 3Y | +206.7% | -46.7% | +253.4% | +278.9% |
| 5Y | +18.4% | -39.7% | +58.1% | +36.0% |
| 10Y | +11.8% | +112.7% | -100.9% | -30.7% |
| All | +336.3% | +1,696.7% | -1,360.5% | +13.9% |
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