+1,453.2%
TER vs WBD
+215.4%
+1,237.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.9% |
| 7D | +0.3% | +1.0% | -0.7% | -0.1% |
| 30D | +26.1% | +26.7% | -0.7% | +16.3% |
| 3M | +71.4% | +91.1% | -19.8% | +32.7% |
| 6M | +143.4% | +164.8% | -21.5% | +66.7% |
| YTD | +45.3% | +114.5% | -69.2% | +6.7% |
| 1Y | +64.0% | +141.9% | -77.9% | +14.4% |
| 3Y | +115.9% | +120.7% | -4.8% | +42.0% |
| 5Y | +85.5% | +8.3% | +77.2% | +30.0% |
| 10Y | +871.6% | -21.9% | +893.5% | +606.7% |
| All | +1,453.2% | +215.4% | +1,237.8% | +439.3% |
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