+13.7%
WBD vs FIVE
+486.0%
-472.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | -1.7% | +1.7% | -3.4% | -2.2% |
| 30D | +3.9% | +5.0% | -1.1% | +2.2% |
| 3M | +5.1% | +29.5% | -24.4% | -3.1% |
| 6M | +0.6% | +12.4% | -11.8% | -4.5% |
| YTD | -3.2% | +31.2% | -34.4% | -12.5% |
| 1Y | +127.7% | +72.9% | +54.8% | +87.8% |
| 3Y | +146.6% | +53.0% | +93.5% | +96.6% |
| 5Y | +4.2% | +34.2% | -30.0% | -16.2% |
| 10Y | +13.7% | +497.6% | -483.9% | -30.0% |
| All | +13.7% | +486.0% | -472.3% | -30.0% |
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