-21.7%
WBD vs XLB
+118.5%
-140.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.7% | -4.4% | -4.4% |
| 7D | -2.5% | +3.4% | -5.9% | -5.6% |
| 30D | +24.8% | -0.1% | +24.9% | +24.7% |
| 3M | +97.8% | -0.8% | +98.6% | +99.6% |
| 6M | +140.4% | +2.9% | +137.5% | +133.2% |
| YTD | +109.9% | +6.3% | +103.6% | +100.5% |
| 1Y | +140.7% | -2.8% | +143.4% | +149.3% |
| 3Y | +87.4% | +15.2% | +72.2% | +69.9% |
| 5Y | +1.8% | +43.5% | -41.7% | -23.2% |
| All | -21.7% | +118.5% | -140.2% | -59.9% |
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