+81.8%
XLI vs WBD
+6.4%
+75.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -1.7% | -0.7% | -0.9% | -1.6% |
| 30D | -7.3% | +1.4% | -8.7% | -7.5% |
| 3M | -1.3% | +4.4% | -5.7% | -2.0% |
| 6M | +2.2% | +0.8% | +1.4% | +2.1% |
| YTD | +11.7% | -2.7% | +14.4% | +12.0% |
| 1Y | +14.3% | +73.4% | -59.1% | +5.3% |
| 3Y | +70.3% | +142.1% | -71.8% | +43.6% |
| All | +81.8% | +6.4% | +75.4% | +66.7% |
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