+1,381.3%
WDC vs XLP
+101.8%
+1,279.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.5% |
| 7D | +1.7% | -1.0% | +2.8% | +2.5% |
| 30D | -10.0% | -0.9% | -9.1% | -9.7% |
| 3M | -18.8% | +3.8% | -22.6% | -23.6% |
| 6M | +79.0% | -1.7% | +80.8% | +76.2% |
| YTD | +171.6% | +10.3% | +161.3% | +139.6% |
| 1Y | +417.4% | +7.8% | +409.6% | +361.2% |
| 3Y | +1,251.8% | +27.2% | +1,224.6% | +885.8% |
| 5Y | +911.7% | +32.5% | +879.2% | +601.3% |
| All | +1,381.3% | +101.8% | +1,279.6% | +582.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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