+296.4%
WBD vs TFC
+186.2%
+110.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | +0.4% |
| 7D | -0.7% | +2.2% | -3.0% | -1.7% |
| 30D | +5.0% | -2.5% | +7.5% | +6.0% |
| 3M | +6.2% | +4.5% | +1.7% | +4.0% |
| 6M | +0.6% | +11.0% | -10.4% | -4.3% |
| YTD | -2.4% | +5.9% | -8.3% | -5.8% |
| 1Y | +127.7% | +14.6% | +113.1% | +112.6% |
| 3Y | +148.4% | +96.7% | +51.7% | +87.4% |
| 5Y | +4.2% | +15.6% | -11.4% | -4.2% |
| 10Y | +10.8% | +98.6% | -87.8% | -20.0% |
| All | +296.4% | +186.2% | +110.1% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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