-8.0%
WBD vs XYZ
+615.2%
-623.2%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.8% | +0.2% |
| 7D | -0.7% | +2.9% | -3.6% | -1.3% |
| 30D | +5.0% | +1.4% | +3.6% | +4.5% |
| 3M | +6.2% | +14.6% | -8.3% | +2.7% |
| 6M | +0.6% | +20.8% | -20.2% | -4.2% |
| YTD | -2.4% | +23.1% | -25.5% | -8.3% |
| 1Y | +127.7% | +5.6% | +122.0% | +119.5% |
| 3Y | +148.4% | +50.9% | +97.5% | +113.5% |
| 5Y | +4.2% | -68.6% | +72.8% | +9.2% |
| 10Y | +10.8% | +580.0% | -569.2% | -28.9% |
| All | -8.0% | +615.2% | -623.2% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling