+417.4%
WDC vs XLF
+9.9%
+407.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.6% | +6.0% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -10.0% | +0.2% | -10.1% | -9.9% |
| 3M | -18.8% | +11.7% | -30.5% | -21.7% |
| 6M | +79.0% | +13.8% | +65.2% | +69.9% |
| YTD | +171.6% | +7.0% | +164.6% | +162.7% |
| 1Y | +417.4% | +9.1% | +408.2% | +403.0% |
| All | +417.4% | +9.9% | +407.5% | +403.0% |
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