+759.9%
XLI vs WBD
+288.3%
+471.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -0.6% | -1.7% | +1.1% | -0.2% |
| 30D | -6.9% | +3.9% | -10.8% | -7.8% |
| 3M | -1.9% | +5.1% | -7.0% | -3.2% |
| 6M | +1.0% | +0.6% | +0.5% | +0.8% |
| YTD | +11.3% | -3.2% | +14.5% | +12.0% |
| 1Y | +15.8% | +127.7% | -111.8% | -7.7% |
| 3Y | +69.8% | +146.6% | -76.7% | +23.8% |
| 5Y | +80.9% | +4.2% | +76.7% | +55.2% |
| 10Y | +257.2% | +13.7% | +243.5% | +155.4% |
| All | +759.9% | +288.3% | +471.5% | +260.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling