+46.5%
F vs WBD
+0.6%
+45.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 3M | -5.7% | +6.2% | -11.9% | -7.2% |
| 6M | +17.9% | +0.6% | +17.3% | +17.6% |
| YTD | +10.4% | -2.4% | +12.8% | +10.9% |
| 1Y | +25.3% | +127.7% | -102.3% | -2.1% |
| 3Y | +37.5% | +148.4% | -111.0% | -2.2% |
| 5Y | +46.5% | +4.2% | +42.3% | +36.0% |
| All | +46.5% | +0.6% | +45.9% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling