-12.8%
WBD vs SITM
+4,437.5%
-4,450.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -1.7% | +3.7% | -5.4% | -2.2% |
| 30D | +3.9% | -14.5% | +18.4% | +5.9% |
| 3M | +5.1% | -10.6% | +15.6% | +5.0% |
| 6M | +0.6% | +65.5% | -65.0% | -10.2% |
| YTD | -3.2% | +67.0% | -70.2% | -14.5% |
| 1Y | +127.7% | +138.6% | -11.0% | +87.4% |
| 3Y | +146.6% | +421.8% | -275.3% | +71.4% |
| 5Y | +4.2% | +172.4% | -168.3% | -26.8% |
| All | -12.8% | +4,437.5% | -4,450.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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