+11.4%
WBD vs SYY
+116.5%
-105.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -0.7% | +3.9% | -4.7% | -2.5% |
| 30D | +1.4% | -1.7% | +3.2% | +2.2% |
| 3M | +4.4% | +5.2% | -0.8% | +1.8% |
| 6M | +0.8% | -0.2% | +1.0% | -0.5% |
| YTD | -2.7% | +15.4% | -18.1% | -11.1% |
| 1Y | +73.4% | +5.6% | +67.8% | +64.9% |
| 3Y | +142.1% | +28.9% | +113.3% | +108.5% |
| 5Y | +7.2% | +24.1% | -16.8% | -4.6% |
| All | +11.4% | +116.5% | -105.1% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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