+1,330.5%
WDC vs XLC
+74.0%
+1,256.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +6.9% |
| 7D | +1.7% | -0.8% | +2.6% | +2.4% |
| 30D | -10.0% | +1.0% | -11.0% | -11.1% |
| 3M | -18.8% | -0.7% | -18.1% | -19.1% |
| 6M | +79.0% | -5.1% | +84.2% | +86.8% |
| YTD | +171.6% | -4.3% | +175.8% | +178.4% |
| 1Y | +417.4% | -0.6% | +417.9% | +406.0% |
| All | +1,330.5% | +74.0% | +1,256.5% | +692.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling