+1,359.3%
WDC vs XLB
+34.9%
+1,324.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +3.0% |
| 7D | +6.0% | -0.2% | +6.2% | +6.1% |
| 30D | +9.9% | -1.7% | +11.6% | +11.5% |
| 3M | -9.4% | +4.4% | -13.8% | -14.6% |
| 6M | +94.7% | +5.0% | +89.6% | +83.7% |
| YTD | +177.3% | +15.5% | +161.8% | +138.8% |
| 1Y | +412.4% | +14.9% | +397.5% | +341.8% |
| 3Y | +1,359.3% | +34.5% | +1,324.8% | +1,027.8% |
| All | +1,359.3% | +34.9% | +1,324.4% | +1,027.8% |
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