+113.5%
WBD vs SN
+476.8%
-363.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.1% |
| 7D | -1.7% | -3.4% | +1.7% | -1.0% |
| 30D | +3.9% | -9.1% | +12.9% | +5.8% |
| 3M | +5.1% | +31.8% | -26.7% | -1.6% |
| 6M | +0.6% | +52.0% | -51.5% | -9.4% |
| YTD | -3.2% | +51.3% | -54.5% | -13.0% |
| 1Y | +127.7% | +46.9% | +80.8% | +105.2% |
| 3Y | +146.6% | +394.9% | -248.4% | +83.1% |
| All | +113.5% | +476.8% | -363.2% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling