-4.1%
WBD vs EW
+163.7%
-167.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -1.2% |
| 7D | -0.1% | -3.8% | +3.8% | +1.1% |
| 30D | -0.9% | +2.4% | -3.3% | -1.8% |
| 3M | -3.2% | +4.3% | -7.5% | -4.8% |
| 6M | +22.6% | -6.8% | +29.4% | +24.6% |
| YTD | -5.6% | -6.5% | +0.9% | -4.1% |
| 1Y | +194.7% | +6.6% | +188.1% | +185.6% |
| 3Y | +117.4% | -10.6% | +128.0% | +114.7% |
| 5Y | -23.9% | -8.8% | -15.1% | -26.6% |
| All | -4.1% | +163.7% | -167.7% | -27.4% |
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