+212.9%
WBD vs SN
+335.8%
-122.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | +98.2% | -63.9% | +1.8% |
| 7D | +34.3% | +98.2% | -63.9% | +1.8% |
| 30D | +34.3% | +98.2% | -63.9% | +1.8% |
| 3M | +34.3% | +98.2% | -63.9% | +1.8% |
| 6M | +34.3% | +98.2% | -63.9% | +1.8% |
| YTD | +34.3% | +98.2% | -63.9% | +1.8% |
| 1Y | +63.0% | +86.2% | -23.3% | +25.5% |
| All | +212.9% | +335.8% | -122.8% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling