+264.4%
WBD vs FE
+19.8%
+244.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +0.2% | +4.2% | -4.0% | -1.6% |
| 30D | -4.9% | +11.4% | -16.2% | -9.3% |
| 3M | -1.3% | +6.1% | -7.4% | -4.0% |
| 6M | -8.6% | +6.6% | -15.1% | -11.4% |
| YTD | -3.1% | +13.6% | -16.7% | -9.7% |
| 1Y | -10.9% | +23.0% | -33.9% | -19.9% |
| 3Y | -40.7% | +1.0% | -41.8% | -42.7% |
| 5Y | +12.3% | -5.5% | +17.7% | +10.5% |
| 10Y | +269.7% | -7.2% | +276.9% | +260.7% |
| All | +264.4% | +19.8% | +244.6% | +234.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling