+253.9%
XLI vs WBD
+15.0%
+238.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.2% |
| 7D | -1.7% | -0.7% | -0.9% | -1.5% |
| 30D | -7.3% | +1.4% | -8.7% | -7.5% |
| 3M | -1.3% | +4.4% | -5.7% | -2.2% |
| 6M | +2.2% | +0.8% | +1.4% | +2.0% |
| YTD | +11.7% | -2.7% | +14.4% | +12.1% |
| 1Y | +14.3% | +73.4% | -59.1% | +2.9% |
| 3Y | +70.3% | +142.1% | -71.8% | +37.1% |
| 5Y | +82.3% | +7.2% | +75.1% | +64.1% |
| All | +253.9% | +15.0% | +238.9% | +174.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling