+298.2%
WBD vs SO
+541.6%
-243.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.7% |
| 30D | +8.8% | -4.6% | +13.4% | +10.9% |
| 3M | +4.6% | -3.0% | +7.7% | +5.8% |
| 6M | +1.1% | -8.3% | +9.3% | +4.3% |
| YTD | -2.0% | +3.5% | -5.5% | -4.2% |
| 1Y | +140.0% | -0.9% | +140.9% | +138.5% |
| 3Y | +144.4% | +45.4% | +99.0% | +103.0% |
| 5Y | -0.2% | +59.6% | -59.8% | -21.1% |
| 10Y | +9.1% | +156.6% | -147.5% | -33.8% |
| All | +298.2% | +541.6% | -243.4% | +37.4% |
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