+15.7%
WBD vs GFS
-3.9%
+19.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -1.4% |
| 30D | +5.0% | -16.4% | +21.4% | +10.1% |
| 3M | +6.2% | -41.6% | +47.8% | +22.1% |
| 6M | +0.6% | -3.7% | +4.3% | -4.1% |
| YTD | -2.4% | +29.3% | -31.7% | -17.5% |
| 1Y | +127.7% | +37.1% | +90.6% | +87.1% |
| 3Y | +148.4% | -22.1% | +170.5% | +137.1% |
| All | +15.7% | -3.9% | +19.6% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling