+1,330.5%
WDC vs XLE
+54.2%
+1,276.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.1% |
| 7D | +1.7% | +2.2% | -0.5% | +1.1% |
| 30D | -10.0% | +11.8% | -21.7% | -12.9% |
| 3M | -18.8% | +9.8% | -28.6% | -20.8% |
| 6M | +79.0% | +15.6% | +63.5% | +68.7% |
| YTD | +171.6% | +45.3% | +126.3% | +128.2% |
| 1Y | +417.4% | +48.3% | +369.1% | +327.3% |
| All | +1,330.5% | +54.2% | +1,276.3% | +1,066.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling