+386.0%
WDC vs XLI
+14.8%
+371.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -2.9% |
| 7D | +4.4% | -2.3% | +6.7% | +9.6% |
| 30D | +5.3% | -8.2% | +13.4% | +26.5% |
| 3M | -5.9% | +0.8% | -6.7% | -4.8% |
| 6M | +73.2% | +0.8% | +72.4% | +75.1% |
| YTD | +167.8% | +10.5% | +157.3% | +123.0% |
| 1Y | +386.0% | +14.1% | +371.9% | +291.2% |
| All | +386.0% | +14.8% | +371.2% | +291.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling