+7.8%
WBD vs EL
-69.5%
+77.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.4% | +1.7% |
| 7D | -0.6% | -4.4% | +3.8% | +0.7% |
| 30D | +4.2% | +10.3% | -6.1% | +0.5% |
| 3M | +7.5% | +13.4% | -5.8% | +2.5% |
| 6M | +1.6% | +3.1% | -1.5% | -1.3% |
| YTD | -2.2% | -6.9% | +4.8% | -3.1% |
| 1Y | +124.9% | +11.9% | +113.0% | +104.9% |
| 3Y | +149.1% | -33.8% | +182.9% | +154.3% |
| 5Y | +7.8% | -69.0% | +76.8% | +51.9% |
| All | +7.8% | -69.5% | +77.3% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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