+1,188.5%
WDC vs XLF
+254.4%
+934.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.7% |
| 7D | -4.3% | -1.5% | -2.8% | -2.9% |
| 30D | -1.5% | -1.2% | -0.3% | -0.6% |
| 3M | -15.5% | +9.2% | -24.7% | -23.7% |
| 6M | +66.5% | +16.3% | +50.1% | +40.0% |
| YTD | +159.9% | +5.4% | +154.4% | +142.4% |
| 1Y | +366.0% | +7.6% | +358.3% | +322.8% |
| 3Y | +1,285.8% | +74.2% | +1,211.6% | +657.0% |
| 5Y | +925.6% | +66.1% | +859.4% | +495.4% |
| All | +1,188.5% | +254.4% | +934.2% | +332.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling