+12.0%
WBD vs ECL
+155.8%
-143.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | -0.6% | -2.6% | +2.0% | +0.8% |
| 30D | +4.2% | -4.6% | +8.8% | +6.7% |
| 3M | +7.5% | +6.0% | +1.5% | +3.8% |
| 6M | +1.6% | -3.0% | +4.5% | +2.2% |
| YTD | -2.2% | +4.0% | -6.2% | -5.4% |
| 1Y | +124.9% | +2.0% | +122.9% | +118.8% |
| 3Y | +149.1% | +53.9% | +95.2% | +91.0% |
| 5Y | +7.8% | +27.1% | -19.3% | -10.8% |
| All | +12.0% | +155.8% | -143.8% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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