+7.8%
WBD vs TE
-49.6%
+57.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.8% | +1.8% |
| 7D | -0.6% | +0.9% | -1.5% | -0.8% |
| 30D | +4.2% | -16.3% | +20.4% | +5.9% |
| 3M | +7.5% | -40.8% | +48.3% | +12.0% |
| 6M | +1.6% | -42.6% | +44.2% | +3.0% |
| YTD | -2.2% | -31.4% | +29.3% | -5.0% |
| 1Y | +124.9% | +144.9% | -20.0% | +71.8% |
| 3Y | +149.1% | -26.0% | +175.1% | +108.1% |
| 5Y | +7.8% | -48.5% | +56.3% | -12.6% |
| All | +7.8% | -49.6% | +57.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling