+266.9%
WBD vs FDS
+407.2%
-140.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +1.0% | +5.1% | -4.2% | -1.5% |
| 30D | -1.4% | +3.0% | -4.4% | -2.8% |
| 3M | +1.0% | -7.0% | +8.0% | +4.4% |
| 6M | -11.2% | +6.0% | -17.2% | -13.9% |
| YTD | -2.4% | -0.2% | -2.2% | -2.6% |
| 1Y | -13.4% | -7.2% | -6.2% | -10.6% |
| 3Y | -40.3% | +51.2% | -91.5% | -51.9% |
| 5Y | +21.1% | +76.2% | -55.1% | -11.7% |
| 10Y | +273.5% | +246.6% | +26.9% | +89.1% |
| All | +266.9% | +407.2% | -140.3% | +80.5% |
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