+148.2%
WBD vs TEL
+707.4%
-559.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -1.7% | +1.2% | -2.9% | -2.4% |
| 30D | +3.9% | -4.1% | +8.0% | +5.9% |
| 3M | +5.1% | -2.6% | +7.7% | +5.2% |
| 6M | +0.6% | 0.0% | +0.6% | -2.5% |
| YTD | -3.2% | -9.1% | +5.9% | -2.0% |
| 1Y | +127.7% | -0.8% | +128.5% | +117.7% |
| 3Y | +146.6% | +67.4% | +79.2% | +74.6% |
| 5Y | +4.2% | +51.8% | -47.6% | -21.4% |
| 10Y | +13.7% | +299.4% | -285.7% | -51.3% |
| All | +148.2% | +707.4% | -559.2% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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