+9.1%
XLF vs WBD
+135.8%
-126.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | 0.0% | -1.8% | +1.8% | +0.1% |
| 30D | +0.2% | +8.8% | -8.6% | -0.2% |
| 3M | +11.7% | +4.6% | +7.1% | +11.5% |
| 6M | +13.8% | +1.1% | +12.7% | +13.7% |
| YTD | +7.0% | -2.0% | +9.0% | +7.0% |
| 1Y | +9.1% | +140.0% | -130.9% | +5.8% |
| All | +9.1% | +135.8% | -126.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling