+22.5%
F vs WBD
+126.2%
-103.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -2.9% | +3.9% | -6.8% | -3.3% |
| 3M | -9.1% | +5.1% | -14.1% | -9.5% |
| 6M | +12.9% | +0.6% | +12.4% | +12.8% |
| YTD | +6.1% | -3.2% | +9.2% | +6.3% |
| 1Y | +22.5% | +127.7% | -105.1% | +14.9% |
| All | +22.5% | +126.2% | -103.7% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling