+9.2%
WBD vs AME
+466.5%
-457.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +9.3% | +4.5% | +7.9% |
| 7D | +13.8% | +9.3% | +4.5% | +7.9% |
| 30D | +13.8% | +9.3% | +4.5% | +7.9% |
| 3M | +13.8% | +9.3% | +4.5% | +7.9% |
| 6M | +13.3% | +15.7% | -2.5% | +3.2% |
| YTD | +7.4% | +23.3% | -15.9% | -6.6% |
| 1Y | +63.0% | +37.9% | +25.0% | +31.6% |
| 3Y | +206.7% | +73.0% | +133.7% | +116.3% |
| 5Y | +18.4% | +107.5% | -89.1% | -25.5% |
| All | +9.2% | +466.5% | -457.3% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling