+957.1%
WDC vs XLF
+62.9%
+894.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.1% | -4.1% |
| 7D | +4.4% | -2.9% | +7.3% | +7.5% |
| 30D | +5.3% | -1.6% | +6.9% | +6.7% |
| 3M | -5.9% | +9.3% | -15.2% | -15.2% |
| 6M | +73.2% | +14.6% | +58.7% | +47.7% |
| YTD | +167.8% | +4.7% | +163.1% | +151.7% |
| 1Y | +386.0% | +8.6% | +377.4% | +335.6% |
| 3Y | +1,309.7% | +73.9% | +1,235.9% | +645.4% |
| 5Y | +957.1% | +65.0% | +892.1% | +506.1% |
| All | +957.1% | +62.9% | +894.2% | +506.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling