+11.4%
WBD vs EW
+120.5%
-109.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | +0.2% |
| 7D | -0.7% | -6.2% | +5.4% | +1.1% |
| 30D | +1.4% | -9.3% | +10.7% | +4.3% |
| 3M | +4.4% | -1.6% | +6.0% | +4.6% |
| 6M | +0.8% | -0.8% | +1.7% | +0.5% |
| YTD | -2.7% | -1.0% | -1.7% | -3.1% |
| 1Y | +73.4% | +8.2% | +65.3% | +67.6% |
| 3Y | +142.1% | +12.7% | +129.5% | +122.9% |
| 5Y | +7.2% | -30.2% | +37.4% | +11.0% |
| All | +11.4% | +120.5% | -109.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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