+298.2%
WBD vs FE
+143.4%
+154.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -1.8% | +1.9% | -3.7% | -2.5% |
| 30D | +8.8% | -1.2% | +9.9% | +9.2% |
| 3M | +4.6% | +3.5% | +1.1% | +3.1% |
| 6M | +1.1% | -6.1% | +7.1% | +3.1% |
| YTD | -2.0% | +7.6% | -9.6% | -5.2% |
| 1Y | +140.0% | +11.9% | +128.1% | +128.4% |
| 3Y | +144.4% | +48.4% | +95.9% | +106.5% |
| 5Y | -0.2% | +44.8% | -45.0% | -15.6% |
| 10Y | +9.1% | +115.9% | -106.8% | -26.4% |
| All | +298.2% | +143.4% | +154.8% | +153.3% |
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 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