+7.8%
WBD vs SPG
+103.4%
-95.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | -0.6% | -2.2% | +1.6% | +1.1% |
| 30D | +4.2% | -5.8% | +9.9% | +9.0% |
| 3M | +7.5% | -2.8% | +10.3% | +9.2% |
| 6M | +1.6% | +8.9% | -7.3% | -6.5% |
| YTD | -2.2% | +14.3% | -16.4% | -14.0% |
| 1Y | +124.9% | +19.5% | +105.4% | +90.5% |
| 3Y | +149.1% | +106.9% | +42.3% | +36.6% |
| 5Y | +7.8% | +108.7% | -100.9% | -45.1% |
| All | +7.8% | +103.4% | -95.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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