+225.7%
XLE vs WBD
+0.6%
+225.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +12.6% | +5.0% | +7.6% | +11.9% |
| 3M | +11.8% | +6.2% | +5.6% | +10.9% |
| 6M | +16.1% | +0.6% | +15.5% | +15.9% |
| YTD | +46.9% | -2.4% | +49.3% | +47.1% |
| 1Y | +53.3% | +127.7% | -74.4% | +36.0% |
| 3Y | +54.9% | +148.4% | -93.5% | +31.4% |
| 5Y | +225.7% | +4.2% | +221.5% | +202.9% |
| All | +225.7% | +0.6% | +225.1% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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