+293.4%
WBD vs EME
+6,589.7%
-6,296.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | -1.7% | +2.7% | -4.4% | -2.7% |
| 30D | +3.9% | -6.8% | +10.7% | +6.4% |
| 3M | +5.1% | -8.8% | +13.9% | +6.9% |
| 6M | +0.6% | +5.0% | -4.4% | -4.0% |
| YTD | -3.2% | +23.5% | -26.6% | -14.0% |
| 1Y | +127.7% | +21.3% | +106.3% | +100.0% |
| 3Y | +146.6% | +241.1% | -94.5% | +34.4% |
| 5Y | +4.2% | +549.2% | -545.0% | -56.9% |
| 10Y | +13.7% | +1,306.4% | -1,292.7% | -67.6% |
| All | +293.4% | +6,589.7% | -6,296.3% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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