+6.7%
WBD vs FTI
+1,145.2%
-1,138.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | -1.7% | -2.3% | +0.6% | -1.0% |
| 30D | +3.9% | +5.0% | -1.2% | +2.3% |
| 3M | +5.1% | +13.8% | -8.8% | +0.7% |
| 6M | +0.6% | +22.9% | -22.3% | -6.3% |
| YTD | -3.2% | +75.0% | -78.1% | -19.2% |
| 1Y | +127.7% | +96.9% | +30.8% | +82.3% |
| 3Y | +146.6% | +276.7% | -130.2% | +60.7% |
| All | +6.7% | +1,145.2% | -1,138.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling