+4.2%
WBD vs S
-72.3%
+76.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.1% |
| 7D | -0.7% | -5.8% | +5.1% | +0.7% |
| 30D | +5.0% | -9.2% | +14.2% | +6.9% |
| 3M | +6.2% | +23.4% | -17.1% | -0.3% |
| 6M | +0.6% | +36.9% | -36.3% | -9.1% |
| YTD | -2.4% | +29.5% | -32.0% | -11.0% |
| 1Y | +127.7% | +5.4% | +122.3% | +117.7% |
| 3Y | +148.4% | +14.7% | +133.7% | +124.0% |
| 5Y | +4.2% | -71.5% | +75.8% | +3.2% |
| All | +4.2% | -72.3% | +76.5% | +3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling