+11.4%
WBD vs PSX
+386.4%
-375.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -0.7% | +1.7% | -2.5% | -1.4% |
| 30D | +1.4% | +15.6% | -14.2% | -4.2% |
| 3M | +4.4% | +46.5% | -42.1% | -10.3% |
| 6M | +0.8% | +55.0% | -54.2% | -15.9% |
| YTD | -2.7% | +105.3% | -108.0% | -27.9% |
| 1Y | +73.4% | +101.6% | -28.2% | +29.0% |
| 3Y | +142.1% | +134.1% | +8.0% | +66.9% |
| 5Y | +7.2% | +368.7% | -361.5% | -45.2% |
| All | +11.4% | +386.4% | -375.1% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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