+272.7%
WBD vs FDS
+411.5%
-138.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +3.1% | +6.2% | -3.1% | +0.1% |
| 30D | +1.0% | +3.8% | -2.8% | -0.8% |
| 3M | +1.3% | -5.8% | +7.1% | +4.1% |
| 6M | -8.7% | +7.8% | -16.5% | -12.2% |
| YTD | -0.9% | +0.6% | -1.5% | -1.4% |
| 1Y | -13.6% | -6.2% | -7.4% | -11.2% |
| 3Y | -38.8% | +51.5% | -90.3% | -50.8% |
| 5Y | +19.3% | +75.4% | -56.2% | -12.9% |
| 10Y | +279.4% | +249.6% | +29.8% | +91.3% |
| All | +272.7% | +411.5% | -138.8% | +82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling