+122.6%
WBD vs S
+8.0%
+114.6%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.7% | -1.2% | -0.5% | -1.6% |
| 30D | +3.9% | -12.6% | +16.4% | +5.0% |
| 3M | +5.1% | +27.6% | -22.5% | +2.2% |
| 6M | +0.6% | +35.5% | -34.9% | -3.0% |
| YTD | -3.2% | +29.6% | -32.8% | -5.5% |
| All | +122.6% | +8.0% | +114.6% | +131.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling