+3.6%
WBD vs FTV
-2.3%
+5.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -0.7% | -4.0% | +3.2% | +1.9% |
| 30D | +1.4% | -11.0% | +12.4% | +9.3% |
| 3M | +4.4% | -8.4% | +12.8% | +9.4% |
| 6M | +0.8% | -2.6% | +3.4% | +0.3% |
| YTD | -2.7% | -0.6% | -2.1% | -6.5% |
| 1Y | +73.4% | +11.0% | +62.5% | +51.6% |
| 3Y | +142.1% | -6.3% | +148.5% | +139.6% |
| All | +3.6% | -2.3% | +5.9% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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