+88.5%
WDC vs XLI
+10.6%
+77.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.1% |
| 7D | +12.1% | +3.8% | +8.3% | +3.6% |
| 30D | -18.8% | +1.0% | -19.8% | -19.0% |
| 3M | -39.3% | -8.9% | -30.4% | -24.0% |
| 6M | -40.1% | -2.3% | -37.8% | -34.4% |
| YTD | +71.8% | +9.7% | +62.1% | +37.2% |
| 1Y | +88.5% | +12.3% | +76.2% | +43.2% |
| All | +88.5% | +10.6% | +77.9% | +43.2% |
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