+298.2%
WBD vs AME
+2,114.5%
-1,816.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.3% |
| 7D | -1.8% | +0.6% | -2.4% | -2.2% |
| 30D | +8.8% | -6.7% | +15.5% | +13.2% |
| 3M | +4.6% | +4.1% | +0.6% | +1.5% |
| 6M | +1.1% | +1.6% | -0.5% | -1.2% |
| YTD | -2.0% | +16.1% | -18.1% | -12.0% |
| 1Y | +140.0% | +27.3% | +112.7% | +103.9% |
| 3Y | +144.4% | +50.9% | +93.5% | +87.5% |
| 5Y | -0.2% | +81.4% | -81.6% | -31.5% |
| 10Y | +9.1% | +417.0% | -407.8% | -61.5% |
| All | +298.2% | +2,114.5% | -1,816.3% | -36.6% |
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