+1,309.1%
WDC vs XLB
+158.8%
+1,150.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +2.3% |
| 7D | +7.5% | -2.9% | +10.4% | +11.2% |
| 30D | +10.1% | -3.4% | +13.4% | +14.1% |
| 3M | -6.8% | +1.6% | -8.4% | -9.9% |
| 6M | +84.1% | +3.6% | +80.5% | +75.0% |
| YTD | +180.3% | +14.2% | +166.0% | +138.8% |
| 1Y | +411.1% | +15.6% | +395.5% | +326.6% |
| 3Y | +1,375.0% | +33.1% | +1,341.9% | +936.9% |
| 5Y | +991.6% | +35.0% | +956.5% | +665.0% |
| 10Y | +1,309.1% | +164.5% | +1,144.5% | +394.9% |
| All | +1,309.1% | +158.8% | +1,150.3% | +394.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling