+46.9%
WBD vs FN
+3,620.5%
-3,573.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -1.0% |
| 7D | -1.8% | -1.7% | -0.1% | -1.5% |
| 30D | +8.8% | -22.0% | +30.8% | +12.7% |
| 3M | +4.6% | -43.0% | +47.6% | +13.4% |
| 6M | +1.1% | -27.7% | +28.8% | +2.9% |
| YTD | -2.0% | -10.5% | +8.5% | -5.1% |
| 1Y | +140.0% | +12.5% | +127.5% | +120.1% |
| 3Y | +144.4% | +153.8% | -9.4% | +81.9% |
| 5Y | -0.2% | +288.0% | -288.2% | -32.8% |
| 10Y | +9.1% | +906.4% | -897.3% | -39.8% |
| All | +46.9% | +3,620.5% | -3,573.6% | -33.4% |
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