+12.0%
WBD vs AME
+427.9%
-415.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.6% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +4.2% | -8.6% | +12.8% | +9.8% |
| 3M | +7.5% | +5.8% | +1.7% | +3.2% |
| 6M | +1.6% | +3.8% | -2.2% | -2.1% |
| YTD | -2.2% | +14.4% | -16.6% | -11.7% |
| 1Y | +124.9% | +25.8% | +99.1% | +90.9% |
| 3Y | +149.1% | +55.2% | +93.9% | +85.8% |
| 5Y | +7.8% | +85.5% | -77.7% | -28.1% |
| All | +12.0% | +427.9% | -415.9% | -56.1% |
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