-34.2%
WBD vs FIVN
+282.0%
-316.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.0% | -0.3% |
| 7D | -1.7% | -9.6% | +7.9% | -0.1% |
| 30D | +3.9% | -11.9% | +15.8% | +5.8% |
| 3M | +5.1% | +40.1% | -35.0% | -1.9% |
| 6M | +0.6% | +68.3% | -67.8% | -10.4% |
| YTD | -3.2% | +51.5% | -54.6% | -12.8% |
| 1Y | +127.7% | +15.1% | +112.5% | +114.7% |
| 3Y | +146.6% | -55.6% | +202.1% | +163.1% |
| 5Y | +4.2% | -82.4% | +86.6% | +17.4% |
| 10Y | +13.7% | +114.5% | -100.8% | -0.9% |
| All | -34.2% | +282.0% | -316.2% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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