+1,188.5%
WDC vs XLK
+807.8%
+380.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -4.6% |
| 7D | -4.3% | +0.2% | -4.5% | -4.6% |
| 30D | -1.5% | -0.6% | -0.9% | -0.6% |
| 3M | -15.5% | +2.6% | -18.0% | -15.7% |
| 6M | +66.5% | +34.0% | +32.5% | +24.0% |
| YTD | +159.9% | +30.7% | +129.2% | +101.4% |
| 1Y | +366.0% | +39.2% | +326.8% | +240.6% |
| 3Y | +1,285.8% | +120.4% | +1,165.4% | +519.3% |
| 5Y | +925.6% | +148.8% | +776.8% | +295.3% |
| All | +1,188.5% | +807.8% | +380.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 10y: compounded portfolio wealth divided by compounded XLK 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…
10y analysis · Full analysis span regression · 6 months rolling