-37.8%
WBD vs EXE
+182.2%
-220.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | 0.0% |
| 30D | +1.4% | -0.9% | +2.3% | +1.6% |
| 3M | +4.4% | +9.6% | -5.2% | +1.8% |
| 6M | +0.8% | -11.6% | +12.4% | +3.6% |
| YTD | -2.7% | -12.6% | +9.9% | -0.2% |
| 1Y | +73.4% | +1.2% | +72.2% | +69.5% |
| 3Y | +142.1% | +18.0% | +124.1% | +126.2% |
| 5Y | +7.2% | +101.1% | -93.9% | -13.3% |
| All | -37.8% | +182.2% | -220.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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