+303.7%
WBD vs EXPE
+851.4%
-547.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -1.8% | -9.5% | +7.7% | +1.1% |
| 30D | +8.8% | -6.6% | +15.4% | +10.8% |
| 3M | +4.6% | +31.4% | -26.8% | -4.5% |
| 6M | +1.1% | +35.2% | -34.1% | -9.6% |
| YTD | -2.0% | +5.8% | -7.8% | -6.6% |
| 1Y | +140.0% | +38.7% | +101.3% | +108.3% |
| 3Y | +144.4% | +175.8% | -31.4% | +67.7% |
| 5Y | -0.2% | +111.8% | -112.1% | -28.3% |
| 10Y | +9.1% | +179.7% | -170.6% | -34.3% |
| All | +303.7% | +851.4% | -547.7% | +16.8% |
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