+39.8%
WBD vs SM
+97.3%
-57.5%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +13.2% | +0.6% | +12.2% |
| 7D | +13.8% | +13.2% | +0.6% | +12.2% |
| 30D | +13.8% | +13.2% | +0.6% | +12.2% |
| 3M | +13.8% | +13.2% | +0.6% | +12.2% |
| 6M | +13.3% | +15.9% | -2.6% | +11.7% |
| YTD | +7.4% | +91.5% | -84.1% | +2.9% |
| All | +39.8% | +97.3% | -57.5% | +34.6% |
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 · Available span rolling