+296.4%
WBD vs SYY
+303.6%
-7.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.3% |
| 7D | -0.7% | -2.8% | +2.1% | +0.7% |
| 30D | +5.0% | -5.3% | +10.3% | +7.8% |
| 3M | +6.2% | +5.1% | +1.1% | +3.4% |
| 6M | +0.6% | -5.0% | +5.6% | +1.6% |
| YTD | -2.4% | +10.7% | -13.1% | -9.5% |
| 1Y | +127.7% | +0.7% | +127.0% | +121.0% |
| 3Y | +148.4% | +24.0% | +124.4% | +116.1% |
| 5Y | +4.2% | +19.3% | -15.1% | -6.5% |
| 10Y | +10.8% | +96.4% | -85.6% | -29.8% |
| All | +296.4% | +303.6% | -7.3% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling