-18.7%
WBD vs FIVE
+267.5%
-286.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.0% | -4.0% | +6.0% | +3.3% |
| 30D | +34.8% | +8.4% | +26.4% | +31.3% |
| 3M | +113.8% | +13.7% | +100.1% | +103.9% |
| 6M | +154.1% | +76.0% | +78.1% | +110.0% |
| YTD | +118.1% | +43.0% | +75.1% | +88.0% |
| 1Y | +147.1% | +80.8% | +66.2% | +96.8% |
| 3Y | +94.7% | -3.0% | +97.7% | +80.9% |
| 5Y | +2.7% | +3.8% | -1.1% | -9.7% |
| All | -18.7% | +267.5% | -286.2% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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