+113.2%
WDC vs XLF
+15.8%
+97.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.5% | -10.3% | -7.1% |
| 7D | -18.3% | +5.5% | -23.8% | -18.9% |
| 30D | -26.7% | +9.9% | -36.5% | -28.1% |
| 3M | -40.9% | +2.6% | -43.6% | -40.9% |
| 6M | -26.8% | +15.6% | -42.3% | -32.5% |
| YTD | +88.2% | +9.4% | +78.8% | +83.8% |
| 1Y | +113.2% | +14.7% | +98.5% | +96.5% |
| All | +113.2% | +15.8% | +97.4% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 1y: compounded portfolio wealth divided by compounded XLF 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…
1y analysis · Full analysis span regression · 6 months rolling