+991.6%
WDC vs XLI
+80.3%
+911.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +3.3% |
| 7D | +7.5% | -0.6% | +8.0% | +8.3% |
| 30D | +10.1% | -6.9% | +17.0% | +22.9% |
| 3M | -6.8% | -1.9% | -4.9% | -2.4% |
| 6M | +84.1% | +1.0% | +83.1% | +86.3% |
| YTD | +180.3% | +11.3% | +168.9% | +149.0% |
| 1Y | +411.1% | +15.8% | +395.3% | +331.6% |
| 3Y | +1,375.0% | +69.8% | +1,305.2% | +663.9% |
| 5Y | +991.6% | +80.9% | +910.7% | +432.2% |
| All | +991.6% | +80.3% | +911.3% | +432.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling