+156.1%
WBD vs SN
+419.0%
-262.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.8% | -9.3% | +7.5% | +0.6% |
| 30D | +8.8% | -4.8% | +13.6% | +10.0% |
| 3M | +4.6% | +40.4% | -35.8% | -5.3% |
| 6M | +1.1% | +50.9% | -49.9% | -11.1% |
| YTD | -2.0% | +54.9% | -56.9% | -14.9% |
| 1Y | +140.0% | +43.0% | +97.0% | +112.9% |
| All | +156.1% | +419.0% | -262.9% | +29.4% |
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