+86.4%
F vs WBD
+12.5%
+73.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.8% | -4.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.4% |
| 30D | +1.2% | +5.0% | -3.8% | -0.2% |
| 3M | -5.7% | +6.2% | -11.9% | -7.4% |
| 6M | +17.9% | +0.6% | +17.3% | +17.6% |
| YTD | +10.4% | -2.4% | +12.8% | +11.0% |
| 1Y | +25.3% | +127.7% | -102.3% | -4.8% |
| 3Y | +37.5% | +148.4% | -111.0% | -5.7% |
| 5Y | +46.5% | +4.2% | +42.3% | +26.4% |
| 10Y | +86.4% | +10.8% | +75.6% | +31.4% |
| All | +86.4% | +12.5% | +73.9% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 10y: compounded portfolio wealth divided by compounded WBD 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…
10y analysis · Full analysis span regression · 6 months rolling