+992.6%
WDC vs XLC
+37.3%
+955.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.6% |
| 7D | +6.0% | +0.6% | +5.4% | +5.3% |
| 30D | +9.9% | +0.2% | +9.7% | +9.3% |
| 3M | -9.4% | +0.6% | -10.0% | -11.5% |
| 6M | +94.7% | -4.5% | +99.2% | +100.3% |
| YTD | +177.4% | -4.7% | +182.1% | +184.1% |
| 1Y | +412.6% | -1.7% | +414.2% | +408.3% |
| 3Y | +1,359.8% | +72.3% | +1,287.5% | +749.3% |
| 5Y | +992.6% | +37.8% | +954.8% | +618.7% |
| All | +992.6% | +37.3% | +955.3% | +618.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling