+833.4%
SPY vs WBD
+293.1%
+540.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -1.8% | +1.9% | +0.5% |
| 30D | +0.1% | +8.8% | -8.7% | -1.9% |
| 3M | +2.0% | +4.6% | -2.6% | +0.8% |
| 6M | +13.0% | +1.1% | +11.9% | +12.6% |
| YTD | +13.5% | -2.0% | +15.5% | +13.9% |
| 1Y | +20.0% | +140.0% | -120.1% | -4.3% |
| 3Y | +77.2% | +144.4% | -67.2% | +32.1% |
| 5Y | +81.9% | -0.2% | +82.1% | +59.8% |
| 10Y | +314.1% | +9.1% | +304.9% | +204.6% |
| All | +833.4% | +293.1% | +540.3% | +283.7% |
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