+148.4%
WBD vs SO
+46.8%
+101.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | +5.0% | -3.2% | +8.2% | +5.9% |
| 3M | +6.2% | -1.7% | +7.9% | +6.6% |
| 6M | +0.6% | -7.2% | +7.8% | +2.5% |
| YTD | -2.4% | +4.6% | -7.0% | -4.7% |
| 1Y | +127.7% | +1.2% | +126.5% | +124.6% |
| 3Y | +148.4% | +45.3% | +103.1% | +76.0% |
| All | +148.4% | +46.8% | +101.6% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling