-11.7%
WBD vs TE
-48.3%
+36.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.0% | -10.5% | -1.6% |
| 7D | -0.7% | +18.2% | -18.9% | -2.6% |
| 30D | +5.0% | -13.5% | +18.5% | +6.3% |
| 3M | +6.2% | -44.6% | +50.8% | +11.4% |
| 6M | +0.6% | -24.7% | +25.3% | -1.4% |
| YTD | -2.4% | -24.3% | +21.8% | -6.1% |
| 1Y | +127.7% | +155.6% | -27.9% | +75.5% |
| 3Y | +148.4% | -18.3% | +166.7% | +103.0% |
| 5Y | +4.2% | -41.3% | +45.5% | -14.0% |
| All | -11.7% | -48.3% | +36.6% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling