-22.4%
WBD vs USFR
+28.0%
-50.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +1.6% | +12.2% | +11.0% |
| 7D | +13.8% | +1.6% | +12.2% | +11.0% |
| 30D | +13.8% | +1.6% | +12.2% | +11.0% |
| 3M | +13.8% | +1.6% | +12.2% | +11.0% |
| 6M | +13.3% | +2.0% | +11.3% | +9.9% |
| YTD | +7.4% | +3.0% | +4.4% | +3.1% |
| 1Y | +63.0% | +4.0% | +58.9% | +54.6% |
| 3Y | +206.7% | +14.5% | +192.3% | +161.9% |
| 5Y | +18.4% | +20.8% | -2.5% | -4.6% |
| 10Y | +11.8% | +28.2% | -16.4% | -14.6% |
| All | -22.4% | +28.0% | -50.4% | -39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling