+1,851.3%
TER vs WBD
+16.8%
+1,834.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +151.3% | +34.3% | +117.0% | +135.5% |
| 7D | +151.3% | +34.3% | +117.0% | +135.5% |
| 30D | +151.3% | +34.3% | +117.0% | +135.5% |
| 3M | +151.3% | +34.3% | +117.0% | +135.5% |
| 6M | +151.3% | +34.3% | +117.0% | +135.5% |
| YTD | +151.3% | +34.3% | +117.0% | +135.5% |
| 1Y | +205.8% | +63.0% | +142.8% | +173.2% |
| 3Y | +351.4% | +206.7% | +144.7% | +223.1% |
| 5Y | +313.9% | +18.4% | +295.5% | +250.1% |
| All | +1,851.3% | +16.8% | +1,834.5% | +1,359.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling