+296.4%
WBD vs EWT
+962.8%
-666.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -0.7% | +1.6% | -2.3% | -1.7% |
| 30D | +5.0% | +8.2% | -3.2% | +0.2% |
| 3M | +6.2% | +11.1% | -4.8% | -1.6% |
| 6M | +0.6% | +60.4% | -59.8% | -26.2% |
| YTD | -2.4% | +75.6% | -78.0% | -32.6% |
| 1Y | +127.7% | +91.3% | +36.4% | +49.1% |
| 3Y | +148.4% | +200.3% | -51.9% | +23.6% |
| 5Y | +4.2% | +156.4% | -152.2% | -42.7% |
| 10Y | +10.8% | +495.8% | -485.0% | -63.3% |
| All | +296.4% | +962.8% | -666.4% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling