+772.0%
WDC vs XLC
+64.0%
+708.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.5% | +7.4% | +7.9% |
| 7D | -14.4% | +7.1% | -21.5% | -18.8% |
| 30D | -27.1% | -2.7% | -24.3% | -25.4% |
| 3M | -33.3% | -3.2% | -30.1% | -32.1% |
| 6M | -39.6% | -7.7% | -31.9% | -36.1% |
| YTD | +68.4% | -8.0% | +76.4% | +77.5% |
| 1Y | +78.2% | -3.1% | +81.2% | +76.7% |
| 3Y | +772.0% | +64.9% | +707.1% | +412.2% |
| All | +772.0% | +64.0% | +708.0% | +412.2% |
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