+4,918.7%
WDC vs XLF
+412.0%
+4,506.7%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.4% | +3.5% | +3.2% |
| 7D | +6.0% | +0.2% | +5.8% | +5.7% |
| 30D | +9.9% | -0.5% | +10.5% | +10.1% |
| 3M | -9.4% | +10.6% | -20.0% | -16.6% |
| 6M | +94.7% | +14.3% | +80.4% | +74.4% |
| YTD | +177.4% | +5.5% | +171.8% | +164.0% |
| 1Y | +412.6% | +9.6% | +403.0% | +372.5% |
| 3Y | +1,359.8% | +75.2% | +1,284.6% | +856.8% |
| 5Y | +992.6% | +65.5% | +927.0% | +660.7% |
| 10Y | +1,245.5% | +246.4% | +999.1% | +482.5% |
| All | +4,918.7% | +412.0% | +4,506.7% | +1,474.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling