+7.8%
WBD vs XLC
+37.9%
-30.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.3% |
| 7D | -0.6% | -1.7% | +1.1% | +1.5% |
| 30D | +4.2% | +0.2% | +4.0% | +3.6% |
| 3M | +7.5% | +0.7% | +6.8% | +5.3% |
| 6M | +1.6% | -4.5% | +6.0% | +5.9% |
| YTD | -2.2% | -4.7% | +2.6% | +1.9% |
| 1Y | +124.9% | -1.5% | +126.4% | +125.1% |
| 3Y | +149.1% | +72.2% | +76.9% | +29.4% |
| 5Y | +7.8% | +39.3% | -31.5% | -33.1% |
| All | +7.8% | +37.9% | -30.0% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling