+12.0%
WBD vs XLB
+162.9%
-150.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +2.1% |
| 7D | -0.6% | -3.5% | +2.9% | +2.6% |
| 30D | +4.2% | -4.7% | +8.8% | +8.6% |
| 3M | +7.5% | +2.7% | +4.8% | +4.1% |
| 6M | +1.6% | +2.6% | -1.0% | -2.1% |
| YTD | -2.2% | +12.8% | -15.0% | -14.4% |
| 1Y | +124.9% | +14.0% | +110.9% | +94.7% |
| 3Y | +149.1% | +31.5% | +117.6% | +93.4% |
| 5Y | +7.8% | +33.4% | -25.6% | -15.9% |
| All | +12.0% | +162.9% | -150.9% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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