+26.4%
XLP vs WBD
+10.5%
+15.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +13.8% | -16.5% | -3.6% |
| 7D | -2.7% | +13.8% | -16.5% | -3.6% |
| 30D | -2.7% | +13.8% | -16.5% | -3.6% |
| 3M | -2.7% | +13.8% | -16.5% | -3.6% |
| 6M | +0.3% | +13.3% | -13.0% | -0.5% |
| YTD | +6.3% | +7.4% | -1.1% | +5.8% |
| 1Y | +6.7% | +63.0% | -56.3% | +3.1% |
| 3Y | +31.1% | +206.7% | -175.6% | +17.9% |
| All | +26.4% | +10.5% | +15.9% | +24.5% |
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