+4.7%
WBD vs FIVE
+37.7%
-32.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.1% | -5.5% | -2.1% |
| 7D | -1.8% | +4.3% | -6.1% | -3.2% |
| 30D | +8.8% | +12.5% | -3.7% | +4.4% |
| 3M | +4.6% | +31.2% | -26.6% | -4.9% |
| 6M | +1.1% | +14.4% | -13.3% | -5.2% |
| YTD | -2.0% | +33.9% | -35.9% | -13.3% |
| 1Y | +140.0% | +65.1% | +75.0% | +95.4% |
| 3Y | +144.4% | +49.0% | +95.4% | +92.5% |
| All | +4.7% | +37.7% | -32.9% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling