+4,813.6%
WDC vs XLI
+1,121.5%
+3,692.1%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.4% | +5.5% | +5.4% |
| 7D | +1.7% | -1.1% | +2.8% | +3.0% |
| 30D | -10.0% | -5.9% | -4.0% | -2.8% |
| 3M | -18.8% | -0.3% | -18.5% | -17.3% |
| 6M | +79.0% | +0.1% | +78.9% | +83.3% |
| YTD | +171.6% | +13.6% | +158.0% | +141.4% |
| 1Y | +417.4% | +17.2% | +400.2% | +345.0% |
| 3Y | +1,251.8% | +68.2% | +1,183.6% | +682.6% |
| 5Y | +911.7% | +80.7% | +831.0% | +449.8% |
| 10Y | +1,399.6% | +253.3% | +1,146.4% | +303.0% |
| All | +4,813.6% | +1,121.5% | +3,692.1% | +336.7% |
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 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