+4,813.6%
WDC vs XLB
+822.6%
+3,991.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.2% |
| 7D | +1.7% | -1.4% | +3.1% | +3.0% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | -18.8% | +2.0% | -20.7% | -20.9% |
| 6M | +79.0% | +1.8% | +77.2% | +75.5% |
| YTD | +171.6% | +16.6% | +155.0% | +136.4% |
| 1Y | +417.4% | +16.9% | +400.4% | +346.9% |
| 3Y | +1,251.8% | +32.6% | +1,219.2% | +947.8% |
| 5Y | +911.7% | +35.6% | +876.0% | +685.6% |
| 10Y | +1,399.6% | +160.0% | +1,239.6% | +600.8% |
| All | +4,813.6% | +822.6% | +3,991.0% | +822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling