+298.2%
WBD vs SPG
+634.7%
-336.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -1.8% | -2.4% | +0.6% | -0.9% |
| 30D | +8.8% | -6.8% | +15.6% | +11.9% |
| 3M | +4.6% | +2.7% | +2.0% | +3.3% |
| 6M | +1.1% | +5.5% | -4.4% | -1.6% |
| YTD | -2.0% | +15.7% | -17.7% | -8.2% |
| 1Y | +140.0% | +20.9% | +119.1% | +121.1% |
| 3Y | +144.4% | +112.4% | +32.0% | +82.7% |
| 5Y | -0.2% | +101.4% | -101.6% | -23.7% |
| 10Y | +9.1% | +60.6% | -51.5% | -19.6% |
| All | +298.2% | +634.7% | -336.5% | +54.2% |
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