-4.3%
WBD vs FND
+58.4%
-62.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.1% | +0.8% |
| 7D | -0.7% | +0.4% | -1.1% | -0.9% |
| 30D | +5.0% | -23.6% | +28.6% | +12.6% |
| 3M | +6.2% | +4.3% | +1.9% | +3.7% |
| 6M | +0.6% | -20.3% | +20.9% | +4.8% |
| YTD | -2.4% | -21.3% | +18.9% | +1.3% |
| 1Y | +127.7% | -45.4% | +173.1% | +161.3% |
| 3Y | +148.4% | -48.9% | +197.3% | +184.0% |
| 5Y | +4.2% | -61.0% | +65.3% | +20.7% |
| All | -4.3% | +58.4% | -62.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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