+14.5%
WBD vs FE
+111.4%
-96.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +5.0% | -2.1% | +7.2% | +5.7% |
| 3M | +6.2% | +2.6% | +3.6% | +5.3% |
| 6M | +0.6% | -6.8% | +7.4% | +2.5% |
| YTD | -2.4% | +6.9% | -9.3% | -4.9% |
| 1Y | +127.7% | +11.6% | +116.1% | +118.8% |
| 3Y | +148.4% | +47.7% | +100.7% | +116.4% |
| 5Y | +4.2% | +46.2% | -42.0% | -9.3% |
| All | +14.5% | +111.4% | -96.9% | -7.0% |
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