+292.8%
WBD vs XRT
+165.0%
+127.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -1.3% |
| 7D | +1.0% | +6.5% | -5.6% | -3.2% |
| 30D | -1.4% | +0.9% | -2.3% | -2.1% |
| 3M | +1.0% | -0.7% | +1.8% | +1.4% |
| 6M | -11.2% | +0.8% | -12.0% | -12.0% |
| YTD | -2.4% | +2.2% | -4.6% | -4.1% |
| 1Y | -13.4% | -2.9% | -10.5% | -12.1% |
| 3Y | -40.3% | +6.4% | -46.7% | -43.1% |
| 5Y | +21.1% | +77.7% | -56.7% | -17.2% |
| 10Y | +273.5% | +137.8% | +135.7% | +80.0% |
| All | +292.8% | +165.0% | +127.8% | +82.7% |
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