+583.6%
WDC vs XLP
+126.4%
+457.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.6% |
| 7D | -28.0% | +0.7% | -28.7% | -28.5% |
| 30D | -34.9% | +10.3% | -45.2% | -40.0% |
| 3M | -41.6% | +6.5% | -48.1% | -45.0% |
| 6M | -45.4% | +8.4% | -53.8% | -50.7% |
| YTD | +53.3% | +18.2% | +35.1% | +27.1% |
| 1Y | +61.5% | +22.4% | +39.1% | +29.0% |
| 3Y | +712.3% | +41.9% | +670.5% | +431.7% |
| 5Y | +524.2% | +40.9% | +483.4% | +309.6% |
| All | +583.6% | +126.4% | +457.1% | +185.1% |
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