-12.0%
WBD vs TE
-52.9%
+40.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -0.6% |
| 7D | -0.7% | +0.2% | -1.0% | -0.9% |
| 30D | +1.4% | -5.9% | +7.3% | +1.8% |
| 3M | +4.4% | -45.6% | +50.0% | +9.8% |
| 6M | +0.8% | -43.4% | +44.2% | +2.4% |
| YTD | -2.7% | -31.0% | +28.3% | -5.4% |
| 1Y | +73.4% | +145.2% | -71.8% | +33.9% |
| 3Y | +142.1% | -24.1% | +166.2% | +99.1% |
| 5Y | +7.2% | -48.1% | +55.4% | -10.5% |
| All | -12.0% | -52.9% | +40.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling