+142.1%
WBD vs SPYM
+77.4%
+64.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.7% |
| 7D | -0.7% | -0.8% | 0.0% | +0.3% |
| 30D | +1.4% | -1.1% | +2.5% | +2.8% |
| 3M | +4.4% | +3.9% | +0.5% | -1.4% |
| 6M | +0.8% | +13.6% | -12.8% | -16.6% |
| YTD | -2.7% | +12.7% | -15.4% | -18.9% |
| 1Y | +73.4% | +17.6% | +55.8% | +34.7% |
| 3Y | +142.1% | +77.2% | +64.9% | -9.4% |
| All | +142.1% | +77.4% | +64.7% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 3y: compounded portfolio wealth divided by compounded SPYM 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…
3y analysis · Full analysis span regression · 6 months rolling