+34.1%
XLP vs WBD
-0.2%
+34.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | -0.9% | +8.8% | -9.7% | -1.4% |
| 3M | +3.8% | +4.6% | -0.8% | +3.5% |
| 6M | -1.7% | +1.1% | -2.8% | -1.8% |
| YTD | +10.3% | -2.0% | +12.2% | +10.3% |
| 1Y | +7.8% | +140.0% | -132.2% | +0.8% |
| 3Y | +27.2% | +144.4% | -117.2% | +16.3% |
| All | +34.1% | -0.2% | +34.3% | +28.8% |
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 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