+154.8%
WBD vs SW
+691.2%
-536.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.8% | +14.0% | +0.8% | +14.2% |
| 7D | +14.8% | +14.0% | +0.8% | +14.2% |
| 30D | +14.8% | +14.0% | +0.8% | +14.2% |
| 3M | +14.8% | +14.0% | +0.8% | +14.2% |
| 6M | +13.3% | +10.2% | +3.1% | +12.8% |
| YTD | +7.4% | +12.9% | -5.5% | +6.7% |
| 1Y | +63.0% | +4.0% | +59.0% | +62.3% |
| 3Y | +206.7% | +44.6% | +162.1% | +204.5% |
| 5Y | +18.4% | -6.2% | +24.5% | +17.3% |
| 10Y | +11.8% | +172.5% | -160.8% | +11.2% |
| All | +154.8% | +691.2% | -536.4% | +181.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling