+158.0%
TER vs WBD
+1.7%
+156.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +4.2% | +0.5% | +3.6% | +4.0% |
| 30D | +0.4% | -1.6% | +2.0% | +0.8% |
| 3M | +19.9% | -0.9% | +20.8% | +20.2% |
| 6M | +97.6% | +19.6% | +78.0% | +88.2% |
| YTD | +85.9% | -5.9% | +91.9% | +88.9% |
| 1Y | +369.9% | +200.9% | +169.1% | +241.0% |
| 3Y | +298.4% | +101.4% | +197.0% | +205.8% |
| All | +158.0% | +1.7% | +156.3% | +123.7% |
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 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