+3,695.1%
TER vs WBD
+330.6%
+3,364.5%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 7D | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 30D | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 3M | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 6M | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| YTD | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 1Y | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 3Y | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 5Y | +1,868.5% | +17.1% | +1,851.5% | +1,819.5% |
| 10Y | +2,068.8% | +11.8% | +2,057.0% | +2,061.6% |
| All | +3,695.1% | +330.6% | +3,364.5% | +1,720.2% |
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