+298.2%
WBD vs RF
+74.9%
+223.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -1.8% | +1.3% | -3.1% | -2.2% |
| 30D | +8.8% | -3.6% | +12.4% | +9.8% |
| 3M | +4.6% | +8.1% | -3.5% | +2.3% |
| 6M | +1.1% | +11.5% | -10.4% | -2.2% |
| YTD | -2.0% | +15.6% | -17.6% | -6.4% |
| 1Y | +140.0% | +15.7% | +124.3% | +129.0% |
| 3Y | +144.4% | +86.9% | +57.5% | +105.8% |
| 5Y | -0.2% | +89.8% | -90.0% | -15.9% |
| 10Y | +9.1% | +344.7% | -335.6% | -26.3% |
| All | +298.2% | +74.9% | +223.3% | +201.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling