+770.0%
WDC vs XLB
+43.9%
+726.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.2% | -4.8% | -4.8% |
| 7D | +12.1% | +0.5% | +11.5% | +11.7% |
| 30D | -18.8% | +5.2% | -24.0% | -22.7% |
| 3M | -39.3% | +0.3% | -39.6% | -39.6% |
| 6M | -40.1% | +1.2% | -41.3% | -41.3% |
| YTD | +71.8% | +16.6% | +55.2% | +45.5% |
| 1Y | +88.5% | +21.4% | +67.0% | +53.3% |
| 3Y | +770.0% | +43.2% | +726.8% | +534.2% |
| All | +770.0% | +43.9% | +726.1% | +534.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling