-4.5%
F vs WBD
+36.3%
-40.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.2% | -13.2% | -0.8% |
| 7D | +0.9% | +14.2% | -13.2% | -0.8% |
| 30D | +0.9% | +14.2% | -13.2% | -0.8% |
| 3M | +0.9% | +14.2% | -13.2% | -0.8% |
| 6M | +7.2% | +13.3% | -6.1% | +5.5% |
| YTD | -4.2% | +7.4% | -11.6% | -5.1% |
| All | -4.5% | +36.3% | -40.8% | -6.3% |
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 · Available span rolling