+10.5%
WBD vs USFR
+20.8%
-10.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.6% | +12.2% | +1.5% |
| 7D | +13.8% | +1.6% | +12.2% | +1.5% |
| 30D | +13.8% | +1.6% | +12.2% | +1.5% |
| 3M | +13.8% | +1.6% | +12.2% | +1.5% |
| 6M | +13.3% | +2.0% | +11.3% | -1.0% |
| YTD | +7.4% | +3.0% | +4.4% | -10.7% |
| 1Y | +63.0% | +4.0% | +58.9% | +28.5% |
| 3Y | +206.7% | +14.5% | +192.3% | +53.5% |
| All | +10.5% | +20.8% | -10.3% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling