+3.6%
WBD vs FIVE
+7.7%
-4.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | +1.0% | -2.5% | +3.5% | +1.8% |
| 30D | -0.4% | -3.7% | +3.3% | +0.6% |
| 3M | +1.7% | +16.8% | -15.1% | -4.4% |
| 6M | +19.6% | +45.4% | -25.8% | +3.6% |
| YTD | -5.6% | +20.4% | -25.9% | -12.4% |
| 1Y | +225.2% | +173.8% | +51.4% | +118.5% |
| 3Y | +111.2% | +15.8% | +95.4% | +85.9% |
| All | +3.6% | +7.7% | -4.1% | -16.5% |
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