+10.8%
WBD vs RF
+334.9%
-324.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | -0.7% | +2.7% | -3.4% | -2.1% |
| 30D | +5.0% | -3.4% | +8.4% | +6.8% |
| 3M | +6.2% | +6.4% | -0.1% | +2.6% |
| 6M | +0.6% | +13.4% | -12.8% | -6.5% |
| YTD | -2.4% | +14.2% | -16.7% | -10.3% |
| 1Y | +127.7% | +15.7% | +112.0% | +107.3% |
| 3Y | +148.4% | +91.3% | +57.1% | +72.7% |
| 5Y | +4.2% | +89.8% | -85.5% | -27.3% |
| 10Y | +10.8% | +336.7% | -325.9% | -49.6% |
| All | +10.8% | +334.9% | -324.1% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 10y: compounded portfolio wealth divided by compounded RF 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…
10y analysis · Full analysis span regression · 6 months rolling