+283.4%
WBD vs SO
+569.5%
-286.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.1% | -2.5% | +2.5% | +1.0% |
| 30D | -0.9% | -3.8% | +2.9% | +0.6% |
| 3M | -3.2% | +1.8% | -5.0% | -4.3% |
| 6M | +22.6% | +3.4% | +19.2% | +20.2% |
| YTD | -5.6% | +8.0% | -13.7% | -9.1% |
| 1Y | +194.7% | +10.0% | +184.7% | +180.1% |
| 3Y | +117.4% | +40.4% | +77.0% | +83.7% |
| 5Y | -23.9% | +75.0% | -98.9% | -42.1% |
| 10Y | -3.3% | +179.5% | -182.8% | -43.7% |
| All | +283.4% | +569.5% | -286.1% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling