+13.7%
WBD vs EXC
+152.4%
-138.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.5% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +3.9% | -0.9% | +4.7% | +4.2% |
| 3M | +5.1% | -2.7% | +7.8% | +5.9% |
| 6M | +0.6% | -9.4% | +10.0% | +3.8% |
| YTD | -3.2% | +3.0% | -6.2% | -5.1% |
| 1Y | +127.7% | +5.1% | +122.5% | +120.8% |
| 3Y | +146.6% | +20.6% | +126.0% | +122.0% |
| 5Y | +4.2% | +45.7% | -41.5% | -14.3% |
| 10Y | +13.7% | +160.8% | -147.1% | -23.5% |
| All | +13.7% | +152.4% | -138.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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