0.0%
WBD vs SMR
+11.2%
-11.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +15.3% | -15.7% | -2.1% |
| 7D | -0.7% | +21.4% | -22.1% | -2.9% |
| 30D | +5.0% | +13.8% | -8.8% | +3.2% |
| 3M | +6.2% | +3.9% | +2.3% | +4.6% |
| 6M | +0.6% | -4.2% | +4.8% | -1.5% |
| YTD | -2.4% | -21.1% | +18.7% | -3.5% |
| 1Y | +127.7% | -67.1% | +194.8% | +144.6% |
| 3Y | +148.4% | +88.9% | +59.6% | +80.5% |
| All | 0.0% | +11.2% | -11.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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