-9.0%
WBD vs S
-57.7%
+48.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.4% |
| 30D | +3.9% | -12.6% | +16.4% | +6.6% |
| 3M | +5.1% | +27.6% | -22.5% | -1.8% |
| 6M | +0.6% | +35.5% | -34.9% | -8.3% |
| YTD | -3.2% | +29.6% | -32.8% | -11.3% |
| 1Y | +127.7% | +8.1% | +119.5% | +116.9% |
| 3Y | +146.6% | +14.8% | +131.8% | +124.1% |
| 5Y | +4.2% | -70.6% | +74.7% | +2.0% |
| All | -9.0% | -57.7% | +48.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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