-36.3%
WDC vs XLC
-6.5%
-29.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -1.1% |
| 7D | +16.3% | +3.1% | +13.2% | +18.1% |
| 30D | -18.3% | -4.2% | -14.1% | -21.4% |
| 3M | -31.4% | -2.1% | -29.3% | -32.7% |
| 6M | -36.3% | -6.6% | -29.7% | -35.4% |
| All | -36.3% | -6.5% | -29.8% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling