+254.8%
SPOT vs WBD
+29.4%
+225.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -2.9% | -0.7% | -2.1% | -2.7% |
| 30D | +8.3% | +5.0% | +3.3% | +7.2% |
| 3M | +5.1% | +6.2% | -1.2% | +3.6% |
| 6M | -6.5% | +0.6% | -7.1% | -6.8% |
| YTD | -9.0% | -2.4% | -6.5% | -8.7% |
| 1Y | -26.4% | +127.7% | -154.1% | -39.4% |
| 3Y | +240.0% | +148.4% | +91.6% | +159.5% |
| 5Y | +111.7% | +4.2% | +107.5% | +87.2% |
| All | +254.8% | +29.4% | +225.4% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling