+4,813.6%
WDC vs XLE
+1,022.5%
+3,791.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.4% |
| 7D | +1.7% | +2.2% | -0.5% | +0.3% |
| 30D | -10.0% | +11.8% | -21.7% | -16.3% |
| 3M | -18.8% | +9.8% | -28.6% | -24.1% |
| 6M | +79.0% | +15.6% | +63.5% | +59.9% |
| YTD | +171.6% | +45.3% | +126.3% | +108.4% |
| 1Y | +417.4% | +48.3% | +369.1% | +289.4% |
| 3Y | +1,251.8% | +55.4% | +1,196.4% | +874.6% |
| 5Y | +911.7% | +216.1% | +695.6% | +338.7% |
| 10Y | +1,399.6% | +178.4% | +1,221.2% | +575.8% |
| All | +4,813.6% | +1,022.5% | +3,791.1% | +866.7% |
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 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