-37.3%
WBD vs EXE
+191.4%
-228.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -1.8% | -0.3% | -1.6% | -1.8% |
| 30D | +8.8% | +8.5% | +0.3% | +6.5% |
| 3M | +4.6% | +5.5% | -0.8% | +3.0% |
| 6M | +1.1% | -5.9% | +7.0% | +2.1% |
| YTD | -2.0% | -9.7% | +7.7% | -0.3% |
| 1Y | +140.0% | +3.6% | +136.4% | +133.2% |
| 3Y | +144.4% | +18.0% | +126.3% | +128.3% |
| 5Y | -0.2% | +109.4% | -109.6% | -20.0% |
| All | -37.3% | +191.4% | -228.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling