+148.4%
WBD vs ECL
+58.2%
+90.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +5.0% | -2.5% | +7.5% | +5.9% |
| 3M | +6.2% | +8.3% | -2.1% | +2.6% |
| 6M | +0.6% | -1.1% | +1.7% | +0.7% |
| YTD | -2.4% | +6.5% | -8.9% | -5.8% |
| 1Y | +127.7% | +2.1% | +125.6% | +123.5% |
| 3Y | +148.4% | +57.6% | +90.8% | +95.2% |
| All | +148.4% | +58.2% | +90.2% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling