-29.5%
WBD vs USFR
+27.6%
-57.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +5.0% | +0.3% | +4.7% | +4.6% |
| 3M | +6.2% | +1.0% | +5.3% | +5.1% |
| 6M | +0.6% | +1.9% | -1.3% | -1.6% |
| YTD | -2.4% | +2.7% | -5.1% | -5.3% |
| 1Y | +127.7% | +4.0% | +123.7% | +117.5% |
| 3Y | +148.4% | +14.0% | +134.4% | +114.7% |
| 5Y | +4.2% | +20.4% | -16.2% | -15.0% |
| 10Y | +10.8% | +28.1% | -17.3% | -14.6% |
| All | -29.5% | +27.6% | -57.1% | -44.4% |
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