+298.2%
WBD vs EW
+2,469.8%
-2,171.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.8% | -0.3% | -1.5% | -1.7% |
| 30D | +8.8% | +1.0% | +7.7% | +8.4% |
| 3M | +4.6% | +2.8% | +1.8% | +3.5% |
| 6M | +1.1% | +5.5% | -4.4% | -1.1% |
| YTD | -2.0% | +5.5% | -7.4% | -4.2% |
| 1Y | +140.0% | +11.0% | +129.0% | +130.0% |
| 3Y | +144.4% | +17.7% | +126.7% | +122.2% |
| 5Y | -0.2% | -25.7% | +25.5% | +2.6% |
| 10Y | +9.1% | +132.8% | -123.7% | -24.0% |
| All | +298.2% | +2,469.8% | -2,171.6% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling