+2,948.1%
TER vs WBD
+293.1%
+2,655.1%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.6% | -1.8% | +2.4% | +1.3% |
| 30D | -8.3% | +8.8% | -17.1% | -11.0% |
| 3M | -12.2% | +4.6% | -16.8% | -13.6% |
| 6M | +17.1% | +1.1% | +16.0% | +16.7% |
| YTD | +84.7% | -2.0% | +86.6% | +85.8% |
| 1Y | +199.9% | +140.0% | +59.9% | +114.5% |
| 3Y | +232.8% | +144.4% | +88.4% | +119.3% |
| 5Y | +198.6% | -0.2% | +198.8% | +150.2% |
| 10Y | +1,669.7% | +9.1% | +1,660.6% | +1,038.3% |
| All | +2,948.1% | +293.1% | +2,655.1% | +877.3% |
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