+297.5%
WBD vs ETR
+538.5%
-241.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.4% | +1.7% |
| 7D | -0.6% | -1.9% | +1.3% | +0.3% |
| 30D | +4.2% | -0.2% | +4.4% | +4.2% |
| 3M | +7.5% | -3.7% | +11.2% | +9.2% |
| 6M | +1.6% | +2.1% | -0.5% | -0.4% |
| YTD | -2.2% | +16.5% | -18.6% | -10.2% |
| 1Y | +124.9% | +22.5% | +102.4% | +101.2% |
| 3Y | +149.1% | +144.7% | +4.4% | +57.9% |
| 5Y | +7.8% | +125.2% | -117.4% | -29.7% |
| 10Y | +14.9% | +296.9% | -282.0% | -46.6% |
| All | +297.5% | +538.5% | -241.0% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling