+695.1%
WDC vs XLP
+137.2%
+557.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.9% | +8.0% |
| 7D | -3.2% | -0.5% | -2.7% | -2.7% |
| 30D | -19.0% | +8.3% | -27.4% | -24.2% |
| 3M | -28.4% | +8.7% | -37.1% | -33.6% |
| 6M | -39.2% | +11.2% | -50.4% | -46.2% |
| YTD | +82.1% | +20.0% | +62.1% | +49.4% |
| 1Y | +84.7% | +21.3% | +63.3% | +49.4% |
| 3Y | +825.6% | +43.8% | +781.8% | +500.0% |
| 5Y | +608.2% | +43.3% | +564.8% | +358.2% |
| 10Y | +695.1% | +136.8% | +558.4% | +213.7% |
| All | +695.1% | +137.2% | +557.9% | +213.7% |
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