-59.1%
WBD vs FTV
+64.1%
-123.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.3% | +4.7% |
| 7D | -13.9% | -0.2% | -13.8% | -13.9% |
| 30D | -7.6% | -14.7% | +7.1% | +0.5% |
| 3M | -28.3% | -17.0% | -11.3% | -21.0% |
| 6M | -22.3% | +2.2% | -24.5% | -23.6% |
| YTD | +6.9% | +2.8% | +4.1% | +4.6% |
| 1Y | -6.2% | -2.6% | -3.6% | -5.3% |
| 3Y | -55.8% | -4.5% | -51.3% | -56.1% |
| 5Y | -69.3% | +6.7% | -76.0% | -72.8% |
| All | -59.1% | +64.1% | -123.2% | -66.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling