+298.2%
WBD vs EXEL
+681.6%
-383.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -1.8% | +8.4% | -10.2% | -3.0% |
| 30D | +8.8% | +4.1% | +4.7% | +8.0% |
| 3M | +4.6% | +12.4% | -7.8% | +2.6% |
| 6M | +1.1% | +41.5% | -40.5% | -4.4% |
| YTD | -2.0% | +34.6% | -36.6% | -6.8% |
| 1Y | +140.0% | +57.9% | +82.2% | +122.6% |
| 3Y | +144.4% | +159.5% | -15.1% | +108.6% |
| 5Y | -0.2% | +198.5% | -198.7% | -17.0% |
| 10Y | +9.1% | +411.4% | -402.2% | -22.6% |
| All | +298.2% | +681.6% | -383.4% | +77.8% |
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