+656.4%
XLV vs WBD
+290.1%
+366.3%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -3.6% | -0.7% | -2.8% | -3.4% |
| 30D | -1.8% | +1.4% | -3.2% | -2.0% |
| 3M | +7.8% | +4.4% | +3.4% | +7.0% |
| 6M | +9.1% | +0.8% | +8.3% | +8.9% |
| YTD | +7.7% | -2.7% | +10.4% | +8.1% |
| 1Y | +20.4% | +73.4% | -53.0% | +10.0% |
| 3Y | +30.8% | +142.1% | -111.4% | +8.2% |
| 5Y | +34.6% | +7.2% | +27.4% | +21.9% |
| 10Y | +173.4% | +14.2% | +159.2% | +119.3% |
| All | +656.4% | +290.1% | +366.3% | +322.6% |
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