-11.5%
WBD vs SW
+126.1%
-137.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | +7.7% | -15.7% | +23.4% | +9.3% |
| 30D | +19.0% | -13.5% | +32.5% | +20.5% |
| 3M | +76.6% | -16.8% | +93.3% | +79.2% |
| 6M | +164.6% | -10.3% | +175.0% | +166.5% |
| YTD | +113.8% | -30.7% | +144.5% | +119.2% |
| 1Y | +176.6% | -27.5% | +204.1% | +182.9% |
| 3Y | +116.7% | +24.4% | +92.3% | +115.9% |
| 5Y | +10.1% | +6.1% | +4.0% | +8.8% |
| All | -11.5% | +126.1% | -137.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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