+1,294.5%
WDC vs XLE
+173.2%
+1,121.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.0% | +1.5% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +9.9% | +12.6% | -2.7% | +2.1% |
| 3M | -9.4% | +11.8% | -21.2% | -16.2% |
| 6M | +94.7% | +16.1% | +78.7% | +74.0% |
| YTD | +177.4% | +46.9% | +130.5% | +112.0% |
| 1Y | +412.6% | +53.3% | +359.3% | +278.8% |
| 3Y | +1,359.8% | +54.9% | +1,304.8% | +957.3% |
| 5Y | +992.6% | +225.7% | +766.9% | +349.0% |
| All | +1,294.5% | +173.2% | +1,121.3% | +522.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 10y: compounded portfolio wealth divided by compounded XLE 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…
10y analysis · Full analysis span regression · 6 months rolling