+7.8%
WBD vs EWT
+144.9%
-137.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +2.7% |
| 7D | -0.6% | -1.1% | +0.5% | 0.0% |
| 30D | +4.2% | +4.8% | -0.6% | +0.8% |
| 3M | +7.5% | +11.1% | -3.6% | -2.1% |
| 6M | +1.6% | +54.6% | -53.0% | -30.3% |
| YTD | -2.2% | +71.4% | -73.6% | -39.2% |
| 1Y | +124.9% | +82.1% | +42.8% | +31.9% |
| 3Y | +149.1% | +193.2% | -44.1% | -11.9% |
| 5Y | +7.8% | +146.1% | -138.3% | -53.4% |
| All | +7.8% | +144.9% | -137.0% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling