+61.0%
WBD vs FN
+4,044.7%
-3,983.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.7% | +276.9% | -260.2% | -7.4% |
| 7D | +16.7% | +276.9% | -260.2% | -7.4% |
| 30D | +16.7% | +276.9% | -260.2% | -7.4% |
| 3M | +16.7% | +276.9% | -260.2% | -7.4% |
| 6M | +16.7% | +276.9% | -260.2% | -7.4% |
| YTD | +16.7% | +276.9% | -260.2% | -7.4% |
| 1Y | +16.7% | +276.9% | -260.2% | -7.4% |
| 3Y | +16.7% | +276.9% | -260.2% | -7.4% |
| 5Y | +18.4% | +333.3% | -314.9% | -8.4% |
| 10Y | +11.8% | +888.8% | -877.0% | -27.7% |
| All | +61.0% | +4,044.7% | -3,983.7% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling