+2.5%
WBD vs XLC
+143.7%
-141.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.8% |
| 7D | -1.8% | -0.8% | -1.0% | -1.0% |
| 30D | +8.8% | +1.0% | +7.7% | +7.4% |
| 3M | +4.6% | -0.7% | +5.3% | +4.5% |
| 6M | +1.1% | -5.1% | +6.2% | +5.6% |
| YTD | -2.0% | -4.3% | +2.3% | +1.0% |
| 1Y | +140.0% | -0.6% | +140.6% | +138.3% |
| 3Y | +144.4% | +72.7% | +71.7% | +43.5% |
| 5Y | -0.2% | +38.0% | -38.2% | -29.5% |
| All | +2.5% | +143.7% | -141.2% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling