+124.9%
WBD vs SM
+51.5%
+73.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -0.6% | +2.1% | -2.7% | -0.6% |
| 30D | +4.2% | +18.1% | -14.0% | +4.4% |
| 3M | +7.5% | +17.0% | -9.5% | +7.7% |
| 6M | +1.6% | +55.4% | -53.8% | +2.9% |
| YTD | -2.2% | +108.6% | -110.7% | -0.7% |
| 1Y | +124.9% | +45.7% | +79.2% | +113.1% |
| All | +124.9% | +51.5% | +73.4% | +113.1% |
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