+147.7%
F vs WBD
+330.6%
-182.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +16.7% | -30.8% | -21.0% |
| 7D | -14.1% | +16.7% | -30.8% | -21.0% |
| 30D | -14.1% | +16.7% | -30.8% | -21.0% |
| 3M | -14.1% | +16.7% | -30.8% | -21.0% |
| 6M | -14.1% | +16.7% | -30.8% | -21.0% |
| YTD | -14.1% | +16.7% | -30.8% | -21.0% |
| 1Y | -14.1% | +16.7% | -30.8% | -21.0% |
| 3Y | -14.1% | +16.7% | -30.8% | -21.0% |
| 5Y | +15.9% | +18.4% | -2.4% | +5.7% |
| 10Y | +65.0% | +11.8% | +53.2% | +28.9% |
| All | +147.7% | +330.6% | -182.9% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling