-11.3%
WBD vs S
-65.8%
+54.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.7% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | -0.9% | +31.8% | -32.7% | -7.6% |
| 3M | -3.2% | +18.3% | -21.5% | -8.0% |
| 6M | +22.6% | -8.2% | +30.7% | +22.9% |
| YTD | -5.6% | +4.9% | -10.6% | -7.9% |
| 1Y | +194.7% | -21.8% | +216.5% | +205.6% |
| 3Y | +117.4% | -10.4% | +127.8% | +104.0% |
| All | -11.3% | -65.8% | +54.4% | -7.8% |
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