+326.3%
WBD vs XRT
+514.3%
-188.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | -1.8% | +0.8% | -2.6% | -2.4% |
| 30D | +8.8% | -4.2% | +13.0% | +12.0% |
| 3M | +4.6% | +5.1% | -0.5% | +0.2% |
| 6M | +1.1% | +2.4% | -1.3% | -1.9% |
| YTD | -2.0% | +3.2% | -5.2% | -5.7% |
| 1Y | +140.0% | +1.5% | +138.5% | +132.9% |
| 3Y | +144.4% | +40.6% | +103.8% | +90.7% |
| 5Y | -0.2% | -1.0% | +0.8% | -0.4% |
| 10Y | +9.1% | +128.4% | -119.3% | -41.4% |
| All | +326.3% | +514.3% | -188.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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