+272.7%
WBD vs AME
+312.8%
-40.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +2.4% |
| 7D | +3.1% | +6.5% | -3.4% | -0.7% |
| 30D | +1.0% | +2.2% | -1.2% | -0.4% |
| 3M | +1.3% | -0.3% | +1.6% | +1.3% |
| 6M | -8.7% | +1.2% | -9.9% | -9.5% |
| YTD | -0.9% | -11.3% | +10.4% | +5.9% |
| 1Y | -13.6% | -14.6% | +1.0% | -5.6% |
| 3Y | -38.8% | -0.9% | -38.0% | -39.1% |
| 5Y | +19.3% | +74.7% | -55.4% | -15.9% |
| 10Y | +279.4% | +259.6% | +19.8% | +80.2% |
| All | +272.7% | +312.8% | -40.2% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling