+42.8%
WBD vs XLB
+327.1%
-284.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.2% | +3.9% | +4.2% |
| 7D | -13.9% | -1.8% | -12.1% | -12.8% |
| 30D | -7.6% | -2.2% | -5.4% | -5.7% |
| 3M | -28.3% | -6.3% | -22.0% | -24.5% |
| 6M | -22.3% | -0.8% | -21.5% | -21.7% |
| YTD | +6.9% | +1.0% | +5.9% | +6.8% |
| 1Y | -6.2% | -1.6% | -4.6% | -4.0% |
| 3Y | -55.8% | +16.7% | -72.5% | -60.5% |
| 5Y | -69.3% | +56.1% | -125.4% | -78.1% |
| 10Y | -76.8% | +114.4% | -191.1% | -86.9% |
| All | +42.8% | +327.1% | -284.3% | -49.7% |
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