+4.2%
WBD vs SO
+61.3%
-57.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -0.7% | +1.0% | -1.7% | -1.1% |
| 30D | +5.0% | -3.2% | +8.2% | +6.2% |
| 3M | +6.2% | -1.7% | +7.9% | +6.7% |
| 6M | +0.6% | -7.2% | +7.8% | +3.1% |
| YTD | -2.4% | +4.6% | -7.0% | -5.0% |
| 1Y | +127.7% | +1.2% | +126.5% | +124.2% |
| 3Y | +148.4% | +45.3% | +103.1% | +98.8% |
| 5Y | +4.2% | +58.7% | -54.5% | -23.7% |
| All | +4.2% | +61.3% | -57.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling