+687.2%
WDC vs XLB
+167.5%
+519.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.0% | +8.0% |
| 7D | -3.2% | -1.6% | -1.6% | -0.6% |
| 30D | -19.0% | +7.2% | -26.3% | -25.4% |
| 3M | -28.4% | 0.0% | -28.5% | -28.8% |
| 6M | -39.2% | +2.3% | -41.5% | -41.6% |
| YTD | +82.1% | +18.4% | +63.7% | +48.5% |
| 1Y | +84.7% | +23.3% | +61.3% | +43.5% |
| 3Y | +825.6% | +45.2% | +780.5% | +487.1% |
| 5Y | +608.2% | +31.0% | +577.2% | +414.0% |
| All | +687.2% | +167.5% | +519.7% | +142.0% |
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