+22.9%
WBD vs SM
+74.2%
-51.4%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.4% | -0.1% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | -0.9% | +10.5% | -11.3% | -0.8% |
| 3M | -3.2% | +50.5% | -53.7% | -4.8% |
| YTD | -5.6% | +69.1% | -74.7% | -8.2% |
| All | +22.9% | +74.2% | -51.4% | +20.0% |
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