+4.2%
WBD vs EXPE
+89.3%
-85.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.7% | -11.5% | +9.8% | +2.6% |
| 30D | +3.9% | -13.1% | +16.9% | +8.8% |
| 3M | +5.1% | +18.1% | -13.1% | -2.7% |
| 6M | +0.6% | +13.3% | -12.7% | -6.3% |
| YTD | -3.2% | -3.2% | +0.1% | -5.7% |
| 1Y | +127.7% | +26.1% | +101.5% | +94.6% |
| 3Y | +146.6% | +151.7% | -5.2% | +47.8% |
| 5Y | +4.2% | +88.3% | -84.2% | -32.9% |
| All | +4.2% | +89.3% | -85.1% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling