+3,008.7%
WDC vs XLI
+1,079.5%
+1,929.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.5% |
| 7D | +12.1% | +3.8% | +8.3% | +7.6% |
| 30D | -18.8% | +1.0% | -19.8% | -18.7% |
| 3M | -39.3% | -8.9% | -30.4% | -31.2% |
| 6M | -40.1% | -2.3% | -37.8% | -36.8% |
| YTD | +71.8% | +9.7% | +62.1% | +61.1% |
| 1Y | +88.5% | +12.3% | +76.2% | +72.4% |
| 3Y | +770.0% | +71.5% | +698.5% | +399.9% |
| 5Y | +549.0% | +70.2% | +478.9% | +282.9% |
| 10Y | +650.3% | +227.5% | +422.8% | +122.9% |
| All | +3,008.7% | +1,079.5% | +1,929.2% | +191.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling