+18.9%
WBD vs RF
+228.6%
-209.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -0.1% | +14.3% | +14.2% |
| 7D | +14.2% | -0.1% | +14.3% | +14.2% |
| 30D | +14.2% | -0.1% | +14.3% | +14.2% |
| 3M | +14.2% | -0.1% | +14.3% | +14.2% |
| 6M | +13.3% | +4.3% | +9.0% | +10.6% |
| YTD | +7.4% | +2.8% | +4.5% | +4.8% |
| 1Y | +63.0% | +6.7% | +56.3% | +55.4% |
| 3Y | +206.7% | +86.4% | +120.3% | +117.2% |
| 5Y | +18.4% | +52.4% | -34.0% | -8.0% |
| All | +18.9% | +228.6% | -209.7% | -40.9% |
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