+298.2%
WBD vs XLB
+510.5%
-212.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -1.8% | -1.4% | -0.4% | -0.7% |
| 30D | +8.8% | -0.4% | +9.2% | +9.0% |
| 3M | +4.6% | +2.0% | +2.7% | +2.4% |
| 6M | +1.1% | +1.8% | -0.8% | -1.5% |
| YTD | -2.0% | +16.6% | -18.6% | -14.7% |
| 1Y | +140.0% | +16.9% | +123.1% | +108.0% |
| 3Y | +144.4% | +32.6% | +111.8% | +96.0% |
| 5Y | -0.2% | +35.6% | -35.9% | -20.0% |
| 10Y | +9.1% | +160.0% | -150.9% | -47.6% |
| All | +298.2% | +510.5% | -212.3% | +5.9% |
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 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