+1,394.6%
WDC vs XLF
+73.6%
+1,321.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.4% |
| 7D | +7.5% | -1.0% | +8.5% | +8.3% |
| 30D | +10.1% | -1.3% | +11.4% | +11.0% |
| 3M | -6.8% | +9.1% | -16.0% | -14.8% |
| 6M | +84.1% | +14.4% | +69.8% | +60.3% |
| YTD | +180.3% | +5.1% | +175.2% | +165.2% |
| 1Y | +411.1% | +8.6% | +402.5% | +364.9% |
| All | +1,394.6% | +73.6% | +1,321.0% | +787.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling