+140.0%
WBD vs SM
+36.8%
+103.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.5% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +8.8% | +25.6% | -16.8% | +9.0% |
| 3M | +4.6% | +8.0% | -3.4% | +4.7% |
| 6M | +1.1% | +50.8% | -49.7% | +2.3% |
| YTD | -2.0% | +97.9% | -99.9% | -0.6% |
| 1Y | +140.0% | +33.8% | +106.2% | +130.1% |
| All | +140.0% | +36.8% | +103.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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