+7.8%
WBD vs SPYM
+80.5%
-72.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.9% |
| 7D | -0.6% | -2.0% | +1.4% | +2.1% |
| 30D | +4.2% | -1.6% | +5.8% | +6.5% |
| 3M | +7.5% | +4.7% | +2.8% | +0.3% |
| 6M | +1.6% | +12.6% | -11.0% | -14.8% |
| YTD | -2.2% | +11.8% | -13.9% | -17.4% |
| 1Y | +124.9% | +17.5% | +107.3% | +76.2% |
| 3Y | +149.1% | +77.0% | +72.2% | +11.0% |
| 5Y | +7.8% | +82.6% | -74.8% | -54.6% |
| All | +7.8% | +80.5% | -72.6% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling