-6.4%
SBUX vs WBD
+5.3%
-11.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.0% |
| 7D | -6.2% | -0.6% | -5.6% | -6.1% |
| 30D | -6.4% | +4.2% | -10.6% | -7.1% |
| 3M | +1.0% | +7.5% | -6.5% | -0.2% |
| 6M | -0.4% | +1.6% | -2.0% | -0.7% |
| YTD | +20.0% | -2.2% | +22.1% | +20.3% |
| 1Y | +22.8% | +124.9% | -102.1% | +4.6% |
| 3Y | +12.3% | +149.1% | -136.8% | -10.6% |
| 5Y | -6.4% | +7.8% | -14.2% | -18.3% |
| All | -6.4% | +5.3% | -11.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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