+9.2%
WBD vs ECL
+166.6%
-157.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +26.1% | -16.4% | -2.7% |
| 7D | +9.6% | +26.1% | -16.4% | -2.7% |
| 30D | +9.6% | +26.1% | -16.4% | -2.7% |
| 3M | +9.6% | +26.1% | -16.4% | -2.7% |
| 6M | +9.6% | +26.1% | -16.4% | -2.7% |
| YTD | +9.6% | +26.1% | -16.4% | -2.7% |
| 1Y | +9.6% | +26.1% | -16.4% | -2.7% |
| 3Y | +9.6% | +26.1% | -16.4% | -2.7% |
| 5Y | +18.4% | +36.7% | -18.3% | +0.9% |
| All | +9.2% | +166.6% | -157.4% | -37.1% |
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