+140.0%
WBD vs SO
-1.3%
+141.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +8.8% | -4.6% | +13.4% | +8.4% |
| 3M | +4.6% | -3.0% | +7.7% | +4.7% |
| 6M | +1.1% | -8.3% | +9.3% | +0.6% |
| YTD | -2.0% | +3.5% | -5.5% | -0.7% |
| 1Y | +140.0% | -0.9% | +140.9% | +126.2% |
| All | +140.0% | -1.3% | +141.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling