+278.4%
TER vs WBD
+147.2%
+131.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -3.8% |
| 7D | +9.4% | -0.6% | +10.0% | +9.5% |
| 30D | -2.4% | +4.2% | -6.6% | -3.5% |
| 3M | +6.5% | +7.5% | -1.0% | +4.5% |
| 6M | +23.2% | +1.6% | +21.6% | +22.7% |
| YTD | +91.5% | -2.2% | +93.6% | +92.4% |
| 1Y | +214.8% | +124.9% | +89.9% | +153.2% |
| All | +278.4% | +147.2% | +131.2% | +173.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling