+298.2%
WBD vs EXC
+166.7%
+131.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | 0.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | +8.8% | -3.7% | +12.5% | +10.4% |
| 3M | +4.6% | -1.3% | +5.9% | +4.9% |
| 6M | +1.1% | -9.7% | +10.8% | +4.9% |
| YTD | -2.0% | +2.9% | -4.9% | -4.1% |
| 1Y | +140.0% | +4.4% | +135.6% | +132.7% |
| 3Y | +144.4% | +22.2% | +122.2% | +116.9% |
| 5Y | -0.2% | +46.7% | -46.9% | -19.4% |
| 10Y | +9.1% | +155.3% | -146.2% | -34.8% |
| All | +298.2% | +166.7% | +131.5% | +140.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling