+2,673.6%
WDC vs XLE
+986.1%
+1,687.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -28.0% | -12.0% | -16.0% | -21.6% |
| 30D | -34.9% | -2.7% | -32.2% | -33.9% |
| 3M | -41.6% | +6.6% | -48.1% | -44.1% |
| 6M | -45.4% | +9.5% | -54.9% | -49.2% |
| YTD | +53.3% | +40.6% | +12.7% | +19.7% |
| 1Y | +61.5% | +43.6% | +17.9% | +24.1% |
| 3Y | +712.3% | +58.1% | +654.3% | +480.4% |
| 5Y | +524.2% | +152.2% | +372.0% | +213.9% |
| 10Y | +616.5% | +172.9% | +443.6% | +226.3% |
| All | +2,673.6% | +986.1% | +1,687.4% | +455.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling