+4.2%
WBD vs ECL
+25.4%
-21.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.4% |
| 7D | -1.7% | -2.7% | +1.1% | -0.2% |
| 30D | +3.9% | -4.3% | +8.2% | +6.3% |
| 3M | +5.1% | +3.2% | +1.9% | +2.6% |
| 6M | +0.6% | -2.9% | +3.5% | +1.3% |
| YTD | -3.2% | +4.3% | -7.4% | -6.9% |
| 1Y | +127.7% | +1.6% | +126.0% | +121.2% |
| 3Y | +146.6% | +54.3% | +92.3% | +80.1% |
| 5Y | +4.2% | +26.5% | -22.3% | -22.4% |
| All | +4.2% | +25.4% | -21.2% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling