+33.3%
WBD vs FN
+242.0%
-208.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -7.4% | -18.4% | +11.0% | -4.8% |
| 3M | -3.0% | +3.6% | -6.5% | -3.6% |
| 6M | -3.6% | +6.0% | -9.5% | -4.8% |
| YTD | -3.9% | +57.2% | -61.1% | -10.7% |
| 1Y | -15.4% | +63.1% | -78.5% | -21.7% |
| 3Y | -42.4% | +118.6% | -161.0% | -49.3% |
| 5Y | +14.0% | +165.4% | -151.4% | -3.8% |
| All | +33.3% | +242.0% | -208.7% | +10.5% |
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