+447.1%
XLU vs WBD
+292.4%
+154.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -2.5% | +4.2% | -6.7% | -3.1% |
| 3M | -2.7% | +7.5% | -10.3% | -3.8% |
| 6M | -7.5% | +1.6% | -9.0% | -7.7% |
| YTD | +0.9% | -2.2% | +3.1% | +1.1% |
| 1Y | +3.3% | +124.9% | -121.6% | -9.0% |
| 3Y | +47.3% | +149.1% | -101.8% | +22.9% |
| 5Y | +44.4% | +7.8% | +36.6% | +31.2% |
| 10Y | +140.8% | +14.9% | +125.9% | +95.4% |
| All | +447.1% | +292.4% | +154.8% | +190.3% |
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