+336.3%
WBD vs SPG
+614.0%
-277.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.6% | +2.4% | +11.2% | +12.7% |
| 7D | +13.6% | +2.4% | +11.2% | +12.7% |
| 30D | +13.6% | +2.4% | +11.2% | +12.7% |
| 3M | +13.6% | +2.4% | +11.2% | +12.7% |
| 6M | +13.3% | +9.1% | +4.2% | +9.4% |
| YTD | +7.4% | +12.5% | -5.1% | +2.1% |
| 1Y | +63.0% | +13.8% | +49.2% | +54.2% |
| 3Y | +206.7% | +123.2% | +83.6% | +126.3% |
| 5Y | +18.4% | +99.9% | -81.6% | -8.8% |
| 10Y | +11.8% | +72.9% | -61.1% | -19.2% |
| All | +336.3% | +614.0% | -277.8% | +71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling