+11.4%
WBD vs ETR
+296.9%
-285.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -0.7% | -1.8% | +1.1% | 0.0% |
| 30D | +1.4% | -1.8% | +3.2% | +2.1% |
| 3M | +4.4% | -3.6% | +8.0% | +5.7% |
| 6M | +0.8% | +2.6% | -1.8% | -1.1% |
| YTD | -2.7% | +16.0% | -18.7% | -9.6% |
| 1Y | +73.4% | +20.1% | +53.3% | +58.3% |
| 3Y | +142.1% | +143.6% | -1.4% | +62.9% |
| 5Y | +7.2% | +124.4% | -117.1% | -26.0% |
| All | +11.4% | +296.9% | -285.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling