+6.5%
WBD vs PSX
+1,167.1%
-1,160.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.0% |
| 7D | -1.7% | +1.8% | -3.5% | -2.4% |
| 30D | +3.9% | +21.6% | -17.8% | -3.6% |
| 3M | +5.1% | +46.5% | -41.4% | -9.3% |
| 6M | +0.6% | +62.0% | -61.4% | -17.1% |
| YTD | -3.2% | +106.3% | -109.5% | -27.7% |
| 1Y | +127.7% | +103.0% | +24.7% | +70.6% |
| 3Y | +146.6% | +135.5% | +11.0% | +72.0% |
| 5Y | +4.2% | +368.5% | -364.3% | -45.4% |
| 10Y | +13.7% | +386.6% | -372.9% | -45.8% |
| All | +6.5% | +1,167.1% | -1,160.6% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling