+298.2%
WBD vs FDS
+961.8%
-663.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +1.0% |
| 7D | -1.8% | -1.9% | +0.1% | -1.1% |
| 30D | +8.8% | +9.0% | -0.2% | +4.6% |
| 3M | +4.6% | +18.9% | -14.2% | -4.4% |
| 6M | +1.1% | +35.1% | -34.1% | -14.2% |
| YTD | -2.0% | +5.5% | -7.5% | -8.3% |
| 1Y | +140.0% | -16.8% | +156.8% | +146.9% |
| 3Y | +144.4% | -28.1% | +172.4% | +168.5% |
| 5Y | -0.2% | -17.4% | +17.2% | +1.5% |
| 10Y | +9.1% | +85.4% | -76.3% | -29.5% |
| All | +298.2% | +961.8% | -663.6% | +19.6% |
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