+9.2%
WBD vs FE
+107.9%
-98.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | -1.4% | +15.2% | +14.2% |
| 7D | +13.8% | -1.4% | +15.2% | +14.2% |
| 30D | +13.8% | -1.4% | +15.2% | +14.2% |
| 3M | +13.8% | -1.4% | +15.2% | +14.2% |
| 6M | +13.3% | -13.2% | +26.5% | +18.2% |
| YTD | +7.4% | +0.4% | +7.0% | +6.9% |
| 1Y | +63.0% | -1.2% | +64.1% | +62.8% |
| 3Y | +206.7% | +46.3% | +160.4% | +168.0% |
| 5Y | +18.4% | +47.7% | -29.3% | +2.9% |
| All | +9.2% | +107.9% | -98.7% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling