+7.8%
WBD vs PSX
+357.6%
-349.7%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | -0.6% | +1.5% | -2.1% | -1.2% |
| 30D | +4.2% | +15.8% | -11.7% | -1.6% |
| 3M | +7.5% | +43.0% | -35.5% | -6.8% |
| 6M | +1.6% | +61.1% | -59.5% | -16.7% |
| YTD | -2.2% | +104.5% | -106.7% | -28.0% |
| 1Y | +124.9% | +102.5% | +22.4% | +65.7% |
| 3Y | +149.1% | +133.5% | +15.6% | +67.5% |
| 5Y | +7.8% | +367.0% | -359.1% | -49.0% |
| All | +7.8% | +357.6% | -349.7% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling