+4.2%
WBD vs SM
+119.2%
-115.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +3.9% | +20.3% | -16.4% | -0.7% |
| 3M | +5.1% | +22.9% | -17.8% | -0.9% |
| 6M | +0.6% | +47.8% | -47.3% | -10.7% |
| YTD | -3.2% | +107.5% | -110.6% | -22.0% |
| 1Y | +127.7% | +51.7% | +75.9% | +97.6% |
| 3Y | +146.6% | -0.9% | +147.4% | +126.5% |
| 5Y | +4.2% | +112.2% | -108.1% | -28.3% |
| All | +4.2% | +119.2% | -115.0% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling