+219.1%
TER vs WBD
+0.6%
+218.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.3% |
| 7D | +11.0% | -0.7% | +11.7% | +11.1% |
| 30D | -1.9% | +5.0% | -6.9% | -3.2% |
| 3M | -0.7% | +6.2% | -6.9% | -2.3% |
| 6M | +36.4% | +0.6% | +35.8% | +36.2% |
| YTD | +92.4% | -2.4% | +94.9% | +93.6% |
| 1Y | +213.5% | +127.7% | +85.8% | +148.3% |
| 3Y | +277.2% | +148.4% | +128.8% | +176.9% |
| 5Y | +219.1% | +4.2% | +214.9% | +175.5% |
| All | +219.1% | +0.6% | +218.6% | +175.5% |
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 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