+141.0%
WBD vs FDS
-32.7%
+173.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | 0.0% |
| 7D | -1.7% | -8.8% | +7.1% | +0.1% |
| 30D | +3.9% | -1.4% | +5.2% | +4.0% |
| 3M | +5.1% | +13.9% | -8.8% | +1.5% |
| 6M | +0.6% | +27.4% | -26.8% | -6.7% |
| YTD | -3.2% | -2.5% | -0.7% | -0.3% |
| 1Y | +127.7% | -23.8% | +151.4% | +167.6% |
| All | +141.0% | -32.7% | +173.7% | +204.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling