+19.5%
WBD vs FN
+1,062.8%
-1,043.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +229.3% | +164.0% | +65.3% | +59.7% |
| 7D | +229.3% | +164.0% | +65.3% | +59.7% |
| 30D | +229.3% | +164.0% | +65.3% | +59.7% |
| 3M | +229.3% | +164.0% | +65.3% | +59.7% |
| 6M | +229.3% | +164.0% | +65.3% | +59.7% |
| YTD | +229.3% | +164.0% | +65.3% | +59.7% |
| 1Y | +229.3% | +164.0% | +65.3% | +59.7% |
| 3Y | +206.7% | +160.6% | +46.1% | +49.2% |
| 5Y | +18.4% | +333.3% | -314.9% | -51.3% |
| All | +19.5% | +1,062.8% | -1,043.3% | -62.0% |
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