+336.3%
WBD vs XLB
+478.9%
-142.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.1% | +150.9% | -133.9% | -22.6% |
| 7D | +17.1% | +150.9% | -133.9% | -22.6% |
| 30D | +17.1% | +150.9% | -133.9% | -22.6% |
| 3M | +17.1% | +150.9% | -133.9% | -22.6% |
| 6M | +17.1% | +150.9% | -133.9% | -22.6% |
| YTD | +17.1% | +150.9% | -133.9% | -22.6% |
| 1Y | +17.1% | +150.9% | -133.9% | -22.6% |
| 3Y | +17.1% | +150.9% | -133.9% | -22.6% |
| 5Y | +17.1% | +150.9% | -133.9% | -22.6% |
| 10Y | +11.8% | +155.1% | -143.3% | -27.0% |
| All | +336.3% | +478.9% | -142.6% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling