+12.0%
WBD vs SO
+160.7%
-148.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +4.2% | -3.7% | +7.9% | +5.4% |
| 3M | +7.5% | -5.9% | +13.4% | +9.5% |
| 6M | +1.6% | -7.3% | +8.9% | +3.8% |
| YTD | -2.2% | +3.1% | -5.3% | -3.8% |
| 1Y | +124.9% | -1.0% | +125.9% | +123.9% |
| 3Y | +149.1% | +43.2% | +105.9% | +115.5% |
| 5Y | +7.8% | +59.1% | -51.3% | -10.2% |
| All | +12.0% | +160.7% | -148.7% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling