+776.4%
XLY vs WBD
+290.1%
+486.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | -4.2% | +1.4% | -5.6% | -4.6% |
| 3M | -2.7% | +4.4% | -7.1% | -3.9% |
| 6M | -0.6% | +0.8% | -1.5% | -0.9% |
| YTD | -5.0% | -2.7% | -2.3% | -4.4% |
| 1Y | -4.1% | +73.4% | -77.5% | -18.5% |
| 3Y | +33.6% | +142.1% | -108.5% | -4.5% |
| 5Y | +28.7% | +7.2% | +21.5% | +8.9% |
| 10Y | +219.6% | +14.2% | +205.4% | +124.1% |
| All | +776.4% | +290.1% | +486.3% | +247.7% |
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