+298.2%
WBD vs SPY
+843.9%
-545.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | +4.6% | +2.0% | +2.6% | +2.1% |
| 6M | +1.1% | +13.0% | -11.9% | -11.8% |
| YTD | -2.0% | +13.5% | -15.5% | -15.0% |
| 1Y | +140.0% | +20.0% | +120.1% | +96.5% |
| 3Y | +144.4% | +77.2% | +67.2% | +37.1% |
| 5Y | -0.2% | +81.9% | -82.1% | -44.2% |
| 10Y | +9.1% | +314.1% | -304.9% | -73.9% |
| All | +298.2% | +843.9% | -545.7% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling