+1,328.4%
WDC vs XLK
+116.8%
+1,211.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.0% | -2.4% |
| 7D | +4.4% | -0.4% | +4.8% | +5.1% |
| 30D | +5.3% | -0.5% | +5.8% | +6.3% |
| 3M | -5.9% | +5.0% | -10.9% | -9.1% |
| 6M | +73.2% | +32.9% | +40.4% | +24.4% |
| YTD | +167.8% | +29.0% | +138.9% | +102.1% |
| 1Y | +386.0% | +37.8% | +348.1% | +243.2% |
| All | +1,328.4% | +116.8% | +1,211.7% | +501.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling