-7.9%
WBD vs S
-56.8%
+48.9%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -1.8% | -7.7% | +5.9% | -0.1% |
| 30D | +8.8% | -5.3% | +14.1% | +9.6% |
| 3M | +4.6% | +20.3% | -15.6% | -0.8% |
| 6M | +1.1% | +47.4% | -46.3% | -9.7% |
| YTD | -2.0% | +32.5% | -34.5% | -10.6% |
| 1Y | +140.0% | +9.5% | +130.5% | +128.0% |
| 3Y | +144.4% | +15.5% | +128.9% | +121.7% |
| 5Y | -0.2% | -71.2% | +71.0% | -2.8% |
| All | -7.9% | -56.8% | +48.9% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling