+142.7%
WBD vs SW
+19.6%
+123.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -1.8% | -5.1% | +3.3% | -0.5% |
| 30D | +8.8% | -4.6% | +13.4% | +9.9% |
| 3M | +4.6% | +9.4% | -4.8% | +1.2% |
| 6M | +1.1% | +3.5% | -2.4% | -1.2% |
| YTD | -2.0% | +22.0% | -24.0% | -9.8% |
| 1Y | +140.0% | +2.2% | +137.8% | +132.8% |
| All | +142.7% | +19.6% | +123.1% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling