+116.1%
WBD vs SN
+490.7%
-374.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -1.8% | -9.3% | +7.5% | +0.1% |
| 30D | +8.8% | -4.8% | +13.6% | +9.7% |
| 3M | +4.6% | +40.4% | -35.8% | -3.4% |
| 6M | +1.1% | +50.9% | -49.9% | -8.7% |
| YTD | -2.0% | +54.9% | -56.9% | -12.3% |
| 1Y | +140.0% | +43.0% | +97.0% | +118.1% |
| 3Y | +144.4% | +391.8% | -247.5% | +79.8% |
| All | +116.1% | +490.7% | -374.5% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling