+4.2%
WBD vs XYZ
-68.2%
+72.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -5.2% | +4.6% | +0.8% |
| 30D | +4.2% | 0.0% | +4.2% | +3.9% |
| 3M | +7.5% | +18.7% | -11.2% | +1.8% |
| 6M | +1.6% | +20.5% | -18.9% | -4.9% |
| YTD | -2.2% | +21.5% | -23.6% | -9.7% |
| 1Y | +124.9% | +7.2% | +117.7% | +113.2% |
| 3Y | +149.1% | +49.0% | +100.2% | +99.4% |
| All | +4.2% | -68.2% | +72.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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