+141.0%
WBD vs EXEL
+164.8%
-23.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.0% |
| 7D | -1.7% | -0.3% | -1.3% | -1.6% |
| 30D | +3.9% | +10.1% | -6.3% | +1.9% |
| 3M | +5.1% | +10.1% | -5.0% | +2.7% |
| 6M | +0.6% | +37.7% | -37.1% | -6.9% |
| YTD | -3.2% | +33.1% | -36.2% | -9.9% |
| 1Y | +127.7% | +52.4% | +75.3% | +103.2% |
| All | +141.0% | +164.8% | -23.8% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 3y: compounded portfolio wealth divided by compounded EXEL 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…
3y analysis · Full analysis span regression · 6 months rolling