+132.5%
WBD vs SW
+755.0%
-622.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -1.8% | -5.1% | +3.3% | -1.6% |
| 30D | +8.8% | -4.6% | +13.4% | +9.0% |
| 3M | +4.6% | +9.4% | -4.8% | +4.1% |
| 6M | +1.1% | +3.5% | -2.4% | +0.7% |
| YTD | -2.0% | +22.0% | -24.0% | -3.0% |
| 1Y | +140.0% | +2.2% | +137.8% | +138.9% |
| 3Y | +144.4% | +19.6% | +124.8% | +141.9% |
| 5Y | -0.2% | -2.3% | +2.1% | -1.5% |
| 10Y | +9.1% | +181.4% | -172.2% | +8.1% |
| All | +132.5% | +755.0% | -622.5% | +155.6% |
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