+59.7%
XLP vs WBD
+5.1%
+54.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +1.5% | +7.6% | -6.1% | +0.6% |
| 30D | +3.4% | +1.5% | +1.9% | +3.1% |
| 3M | +2.7% | -9.5% | +12.2% | +3.7% |
| 6M | +3.8% | -30.0% | +33.9% | +7.8% |
| YTD | +9.3% | -12.7% | +22.0% | +5.8% |
| 1Y | +14.2% | +25.6% | -11.3% | +3.8% |
| 3Y | +39.2% | -22.2% | +61.4% | +30.2% |
| All | +59.7% | +5.1% | +54.6% | +45.8% |
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