+528.7%
WDC vs XLE
+150.1%
+378.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -12.0% | -16.0% | -24.2% |
| 30D | -34.9% | -2.7% | -32.2% | -34.2% |
| 3M | -41.6% | +6.6% | -48.1% | -43.1% |
| 6M | -45.4% | +9.5% | -54.9% | -47.7% |
| YTD | +53.3% | +40.6% | +12.7% | +28.7% |
| 1Y | +61.5% | +43.6% | +17.9% | +33.8% |
| 3Y | +712.3% | +58.1% | +654.3% | +541.1% |
| All | +528.7% | +150.1% | +378.6% | +298.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling