+298.2%
WBD vs SM
+34.0%
+264.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.8% |
| 30D | +8.8% | +26.3% | -17.5% | +4.3% |
| 3M | +4.6% | +8.7% | -4.0% | +2.4% |
| 6M | +1.1% | +51.7% | -50.6% | -7.4% |
| YTD | -2.0% | +99.0% | -101.0% | -14.8% |
| 1Y | +140.0% | +34.6% | +105.4% | +121.9% |
| 3Y | +144.4% | -7.8% | +152.1% | +136.7% |
| 5Y | -0.2% | +104.8% | -105.0% | -18.5% |
| 10Y | +9.1% | +7.2% | +1.9% | -29.9% |
| All | +298.2% | +34.0% | +264.2% | +59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling