+342.3%
WBD vs EXPE
+730.5%
-388.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +17.9% | -4.1% | +8.3% |
| 7D | +13.8% | +17.9% | -4.1% | +8.3% |
| 30D | +13.8% | +17.9% | -4.1% | +8.3% |
| 3M | +13.8% | +17.9% | -4.1% | +8.3% |
| 6M | +13.3% | +15.9% | -2.6% | +7.8% |
| YTD | +7.4% | -7.6% | +15.0% | +7.7% |
| 1Y | +63.0% | +19.6% | +43.4% | +49.3% |
| 3Y | +206.7% | +164.0% | +42.7% | +115.6% |
| 5Y | +18.4% | +56.0% | -37.6% | -6.0% |
| 10Y | +11.8% | +129.6% | -117.9% | -27.9% |
| All | +342.3% | +730.5% | -388.2% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling