+18.7%
WBD vs FIVE
+728.9%
-710.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -3.2% | +17.4% | +15.0% |
| 7D | +14.2% | -3.2% | +17.4% | +15.0% |
| 30D | +14.2% | -3.2% | +17.4% | +15.0% |
| 3M | +14.2% | -3.2% | +17.4% | +15.0% |
| 6M | +13.3% | -8.3% | +21.6% | +15.4% |
| YTD | +7.4% | +14.6% | -7.2% | +2.8% |
| 1Y | +63.0% | +38.4% | +24.6% | +48.0% |
| 3Y | +206.7% | +31.9% | +174.8% | +165.0% |
| 5Y | +18.4% | +29.3% | -11.0% | +0.8% |
| 10Y | +11.8% | +445.3% | -433.5% | -27.0% |
| All | +18.7% | +728.9% | -710.2% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling