-63.2%
WBD vs XLC
+44.4%
-107.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.6% | +3.5% | +3.5% |
| 7D | -13.9% | +1.3% | -15.3% | -14.9% |
| 30D | -7.6% | -0.2% | -7.3% | -7.0% |
| 3M | -28.3% | +1.8% | -30.0% | -29.2% |
| 6M | -22.3% | +16.4% | -38.7% | -32.8% |
| YTD | +6.9% | +43.7% | -36.8% | -24.2% |
| 1Y | -6.2% | +41.8% | -48.0% | -32.2% |
| 3Y | -55.8% | +11.5% | -67.3% | -59.6% |
| 5Y | -69.3% | +57.7% | -127.0% | -79.3% |
| All | -63.2% | +44.4% | -107.6% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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