+113.2%
WDC vs XLB
+29.8%
+83.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +2.5% | -9.3% | -8.9% |
| 7D | -18.3% | +3.9% | -22.2% | -21.5% |
| 30D | -26.7% | +8.9% | -35.6% | -32.9% |
| 3M | -40.9% | +4.1% | -45.1% | -43.6% |
| 6M | -26.8% | +7.3% | -34.1% | -33.1% |
| YTD | +88.2% | +20.4% | +67.8% | +38.4% |
| 1Y | +113.2% | +29.5% | +83.6% | +43.1% |
| All | +113.2% | +29.8% | +83.4% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling