+537.4%
XLP vs WBD
+293.1%
+244.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.8% |
| 30D | -0.9% | +8.8% | -9.7% | -1.9% |
| 3M | +3.8% | +4.6% | -0.8% | +3.2% |
| 6M | -1.7% | +1.1% | -2.8% | -1.9% |
| YTD | +10.3% | -2.0% | +12.2% | +10.4% |
| 1Y | +7.8% | +140.0% | -132.2% | -4.4% |
| 3Y | +27.2% | +144.4% | -117.2% | +8.5% |
| 5Y | +32.5% | -0.2% | +32.7% | +23.6% |
| 10Y | +101.8% | +9.1% | +92.7% | +70.3% |
| All | +537.4% | +293.1% | +244.3% | +293.2% |
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