+12.7%
WBD vs FN
+899.8%
-887.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.1% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +8.8% | -22.0% | +30.8% | +13.3% |
| 3M | +4.6% | -43.0% | +47.6% | +14.9% |
| 6M | +1.1% | -27.7% | +28.8% | +2.9% |
| YTD | -2.0% | -10.5% | +8.5% | -6.3% |
| 1Y | +140.0% | +12.5% | +127.5% | +114.4% |
| 3Y | +144.4% | +153.8% | -9.4% | +65.2% |
| 5Y | -0.2% | +288.0% | -288.2% | -41.6% |
| All | +12.7% | +899.8% | -887.1% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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