+16.0%
WBD vs GFS
-2.1%
+18.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.6% | +3.2% | -3.8% | -1.5% |
| 30D | +4.2% | -9.6% | +13.7% | +6.9% |
| 3M | +7.5% | -38.5% | +46.0% | +21.6% |
| 6M | +1.6% | -1.3% | +2.9% | -3.9% |
| YTD | -2.2% | +31.8% | -34.0% | -17.7% |
| 1Y | +124.9% | +44.6% | +80.3% | +81.5% |
| 3Y | +149.1% | -20.6% | +169.7% | +136.5% |
| All | +16.0% | -2.1% | +18.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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