+212.9%
WBD vs USFR
+13.8%
+199.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.6% | +12.2% | +1.2% |
| 7D | +13.8% | +1.6% | +12.2% | +1.2% |
| 30D | +13.8% | +1.6% | +12.2% | +1.2% |
| 3M | +13.8% | +1.6% | +12.2% | +1.2% |
| 6M | +13.3% | +2.0% | +11.3% | +0.4% |
| YTD | +7.4% | +3.0% | +4.4% | -5.5% |
| 1Y | +63.0% | +4.0% | +58.9% | +42.0% |
| All | +212.9% | +13.8% | +199.1% | +535.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 3y: compounded portfolio wealth divided by compounded USFR 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…
3y analysis · Full analysis span regression · 6 months rolling