+336.3%
WBD vs EXEL
+679.5%
-343.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +225.1% | -214.2% | -10.2% |
| 7D | +10.9% | +225.1% | -214.2% | -10.2% |
| 30D | +10.9% | +225.1% | -214.2% | -10.2% |
| 3M | +10.9% | +225.1% | -214.2% | -10.2% |
| 6M | +10.9% | +225.1% | -214.2% | -10.2% |
| YTD | +10.9% | +225.1% | -214.2% | -10.2% |
| 1Y | +10.9% | +225.1% | -214.2% | -10.2% |
| 3Y | +10.9% | +225.1% | -214.2% | -10.2% |
| 5Y | +18.4% | +181.4% | -163.1% | -2.5% |
| 10Y | +11.8% | +348.6% | -336.8% | -20.3% |
| All | +336.3% | +679.5% | -343.2% | +91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling