+84.3%
XLP vs WBD
-13.1%
+97.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -0.8% | +6.7% | -7.5% | -1.4% |
| 30D | -2.0% | +19.3% | -21.2% | -3.5% |
| 3M | -5.0% | +78.9% | -83.9% | -10.3% |
| 6M | -5.5% | +171.9% | -177.5% | -14.4% |
| YTD | -1.5% | +115.3% | -116.9% | -9.4% |
| 1Y | -3.6% | +177.2% | -180.8% | -13.6% |
| 3Y | +14.5% | +118.2% | -103.7% | +2.2% |
| 5Y | +33.7% | +6.2% | +27.5% | +18.0% |
| All | +84.3% | -13.1% | +97.4% | +63.0% |
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