+736.7%
WDC vs XLC
+143.7%
+593.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.1% | +7.1% |
| 7D | +1.7% | -0.8% | +2.6% | +2.5% |
| 30D | -10.0% | +1.0% | -11.0% | -11.3% |
| 3M | -18.8% | -0.7% | -18.1% | -19.7% |
| 6M | +79.0% | -5.1% | +84.2% | +85.8% |
| YTD | +171.6% | -4.3% | +175.8% | +177.0% |
| 1Y | +417.4% | -0.6% | +417.9% | +405.7% |
| 3Y | +1,251.8% | +72.7% | +1,179.1% | +623.7% |
| 5Y | +911.7% | +38.0% | +873.7% | +600.0% |
| All | +736.7% | +143.7% | +593.0% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling