+198.1%
F vs WBD
+293.1%
-95.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +5.3% | -1.8% | +7.1% | +6.0% |
| 30D | +4.6% | +8.8% | -4.2% | +1.4% |
| 3M | -3.7% | +4.6% | -8.3% | -5.4% |
| 6M | +16.8% | +1.1% | +15.7% | +16.2% |
| YTD | +15.3% | -2.0% | +17.3% | +15.8% |
| 1Y | +31.0% | +140.0% | -109.0% | -8.7% |
| 3Y | +45.4% | +144.4% | -98.9% | -8.6% |
| 5Y | +54.7% | -0.2% | +54.9% | +28.6% |
| 10Y | +98.2% | +9.1% | +89.1% | +32.0% |
| All | +198.1% | +293.1% | -95.0% | +3.5% |
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