+1,188.5%
WDC vs XLI
+260.4%
+928.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -4.4% |
| 7D | -4.3% | -1.7% | -2.7% | -2.2% |
| 30D | -1.5% | -7.3% | +5.8% | +9.2% |
| 3M | -15.5% | -1.3% | -14.1% | -12.9% |
| 6M | +66.5% | +2.2% | +64.2% | +65.8% |
| YTD | +159.9% | +11.7% | +148.1% | +132.4% |
| 1Y | +366.0% | +14.3% | +351.7% | +306.2% |
| 3Y | +1,285.8% | +70.3% | +1,215.5% | +643.1% |
| 5Y | +925.6% | +82.3% | +843.2% | +413.3% |
| All | +1,188.5% | +260.4% | +928.2% | +232.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 XLI 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