+11.4%
WBD vs EWT
+523.5%
-512.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.1% |
| 30D | +1.4% | +4.5% | -3.0% | -1.5% |
| 3M | +4.4% | +8.3% | -3.9% | -2.2% |
| 6M | +0.8% | +54.2% | -53.4% | -26.6% |
| YTD | -2.7% | +74.6% | -77.3% | -35.5% |
| 1Y | +73.4% | +84.9% | -11.5% | +10.1% |
| 3Y | +142.1% | +197.5% | -55.4% | +8.6% |
| 5Y | +7.2% | +150.6% | -143.4% | -46.5% |
| All | +11.4% | +523.5% | -512.2% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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