+311.2%
SPY vs WBD
+15.6%
+295.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | -2.0% | -0.6% | -1.4% | -1.9% |
| 30D | -1.7% | +4.2% | -5.8% | -2.3% |
| 3M | +4.7% | +7.5% | -2.8% | +3.5% |
| 6M | +12.5% | +1.6% | +10.9% | +12.2% |
| YTD | +11.7% | -2.2% | +13.9% | +12.0% |
| 1Y | +17.5% | +124.9% | -107.4% | +1.7% |
| 3Y | +76.6% | +149.1% | -72.6% | +44.3% |
| 5Y | +82.0% | +7.8% | +74.2% | +64.2% |
| All | +311.2% | +15.6% | +295.6% | +228.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling