+52.3%
WBD vs SOLS
+20.3%
+32.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.6% |
| 7D | -1.7% | +3.7% | -5.4% | -1.9% |
| 30D | +3.9% | +5.0% | -1.1% | +3.6% |
| 3M | +5.1% | -21.1% | +26.2% | +6.2% |
| 6M | +0.6% | -14.2% | +14.7% | +1.5% |
| YTD | -3.2% | +30.6% | -33.8% | -1.4% |
| All | +52.3% | +20.3% | +32.0% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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