+12.0%
WBD vs SPY
+318.9%
-306.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.7% |
| 7D | -0.6% | -2.0% | +1.4% | +1.6% |
| 30D | +4.2% | -1.7% | +5.8% | +6.0% |
| 3M | +7.5% | +4.7% | +2.8% | +1.8% |
| 6M | +1.6% | +12.5% | -10.9% | -11.4% |
| YTD | -2.2% | +11.7% | -13.9% | -14.2% |
| 1Y | +124.9% | +17.5% | +107.4% | +86.5% |
| 3Y | +149.1% | +76.6% | +72.6% | +37.2% |
| 5Y | +7.8% | +82.0% | -74.2% | -41.5% |
| All | +12.0% | +318.9% | -306.9% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling