+20.0%
SPY vs WBD
+135.8%
-115.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.1% | -1.8% | +1.9% | +0.2% |
| 30D | +0.1% | +8.8% | -8.7% | -0.4% |
| 3M | +2.0% | +4.6% | -2.6% | +1.7% |
| 6M | +13.0% | +1.1% | +11.9% | +12.9% |
| YTD | +13.5% | -2.0% | +15.5% | +13.5% |
| 1Y | +20.0% | +140.0% | -120.1% | +17.2% |
| All | +20.0% | +135.8% | -115.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling