+6.7%
WBD vs ETR
+126.1%
-119.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | -0.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | +3.9% | +2.0% | +1.8% | +2.8% |
| 3M | +5.1% | -1.7% | +6.8% | +5.7% |
| 6M | +0.6% | +3.6% | -3.0% | -2.3% |
| YTD | -3.2% | +18.0% | -21.2% | -12.6% |
| 1Y | +127.7% | +26.2% | +101.4% | +97.4% |
| 3Y | +146.6% | +148.0% | -1.4% | +42.3% |
| All | +6.7% | +126.1% | -119.3% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling