+142.1%
WBD vs ET
+96.2%
+46.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | 0.0% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | +1.4% | +2.9% | -1.5% | -0.6% |
| 3M | +4.4% | +16.8% | -12.4% | -6.3% |
| 6M | +0.8% | +18.9% | -18.0% | -11.2% |
| YTD | -2.7% | +37.7% | -40.4% | -23.7% |
| 1Y | +73.4% | +32.4% | +41.0% | +39.8% |
| 3Y | +142.1% | +99.5% | +42.7% | +20.2% |
| All | +142.1% | +96.2% | +46.0% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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