+763.5%
WDC vs XLC
+141.1%
+622.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.7% | +1.7% |
| 7D | +7.5% | -1.4% | +8.9% | +9.0% |
| 30D | +10.1% | -0.9% | +11.0% | +10.7% |
| 3M | -6.8% | -0.3% | -6.5% | -8.5% |
| 6M | +84.1% | -5.2% | +89.3% | +91.0% |
| YTD | +180.3% | -5.3% | +185.6% | +189.1% |
| 1Y | +411.1% | -2.8% | +413.9% | +412.1% |
| 3Y | +1,375.0% | +71.2% | +1,303.8% | +696.6% |
| 5Y | +991.6% | +37.6% | +954.0% | +656.5% |
| All | +763.5% | +141.1% | +622.4% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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