+298.2%
WBD vs ED
+452.1%
-153.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +8.8% | -0.1% | +8.9% | +8.8% |
| 3M | +4.6% | +3.9% | +0.7% | +2.8% |
| 6M | +1.1% | -3.0% | +4.1% | +1.9% |
| YTD | -2.0% | +10.7% | -12.7% | -6.5% |
| 1Y | +140.0% | +13.3% | +126.7% | +126.1% |
| 3Y | +144.4% | +34.5% | +109.9% | +109.4% |
| 5Y | -0.2% | +67.1% | -67.4% | -23.1% |
| 10Y | +9.1% | +103.0% | -93.9% | -28.2% |
| All | +298.2% | +452.1% | -153.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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