+68.5%
XLI vs WBD
+147.2%
-78.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -0.9% |
| 7D | -2.3% | -0.6% | -1.7% | -2.2% |
| 30D | -8.2% | +4.2% | -12.3% | -8.6% |
| 3M | +0.8% | +7.5% | -6.7% | -0.2% |
| 6M | +0.8% | +1.6% | -0.7% | +0.6% |
| YTD | +10.5% | -2.2% | +12.7% | +10.7% |
| 1Y | +14.1% | +124.9% | -110.7% | +1.9% |
| All | +68.5% | +147.2% | -78.6% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling