+9.2%
WBD vs SO
+166.1%
-156.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +34.3% | -5.0% | +39.3% | +35.8% |
| 7D | +34.3% | -5.0% | +39.3% | +35.8% |
| 30D | +34.3% | -5.0% | +39.3% | +35.8% |
| 3M | +34.3% | -5.0% | +39.3% | +35.8% |
| 6M | +34.3% | -5.0% | +39.3% | +35.8% |
| YTD | +34.3% | -5.0% | +39.3% | +35.8% |
| 1Y | +63.0% | -8.4% | +71.4% | +66.8% |
| 3Y | +206.7% | +43.9% | +162.9% | +165.0% |
| 5Y | +18.4% | +62.1% | -43.7% | -2.0% |
| All | +9.2% | +166.1% | -156.9% | -16.2% |
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 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