+7.8%
WBD vs SPXU
-85.5%
+93.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +1.9% |
| 7D | -0.6% | +6.4% | -7.0% | +2.2% |
| 30D | +4.2% | +5.9% | -1.8% | +7.0% |
| 3M | +7.5% | -11.7% | +19.2% | +2.0% |
| 6M | +1.6% | -28.7% | +30.3% | -11.8% |
| YTD | -2.2% | -26.4% | +24.2% | -13.4% |
| 1Y | +124.9% | -35.2% | +160.1% | +89.0% |
| 3Y | +149.1% | -79.8% | +228.9% | +41.3% |
| 5Y | +7.8% | -86.1% | +93.9% | -37.4% |
| All | +7.8% | -85.5% | +93.4% | -37.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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