+3.6%
WBD vs SYY
+23.4%
-19.8%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | -0.7% | +3.9% | -4.7% | -3.0% |
| 30D | +1.4% | -1.7% | +3.2% | +2.4% |
| 3M | +4.4% | +5.2% | -0.8% | +0.9% |
| 6M | +0.8% | -0.2% | +1.0% | -0.8% |
| YTD | -2.7% | +15.4% | -18.1% | -14.9% |
| 1Y | +73.4% | +5.6% | +67.8% | +61.3% |
| 3Y | +142.1% | +28.9% | +113.3% | +87.4% |
| All | +3.6% | +23.4% | -19.8% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling