+1.0%
WBD vs RF
+89.8%
-88.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | +1.3% | -3.1% | -2.7% |
| 30D | +8.8% | -3.6% | +12.4% | +11.2% |
| 3M | +4.6% | +8.1% | -3.5% | -1.0% |
| 6M | +1.1% | +11.5% | -10.4% | -6.9% |
| YTD | -2.0% | +15.6% | -17.6% | -12.8% |
| 1Y | +140.0% | +15.7% | +124.3% | +112.4% |
| 3Y | +144.4% | +86.9% | +57.5% | +50.3% |
| All | +1.0% | +89.8% | -88.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling