+660.4%
WDC vs XLP
+129.0%
+531.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -16.7% | +2.3% | -19.1% | -18.1% |
| 30D | -27.2% | +9.1% | -36.3% | -32.2% |
| 3M | -34.0% | +7.9% | -41.9% | -38.4% |
| 6M | -39.7% | +9.6% | -49.3% | -46.1% |
| YTD | +68.1% | +19.4% | +48.6% | +38.3% |
| 1Y | +66.3% | +22.4% | +43.9% | +33.2% |
| 3Y | +754.4% | +43.2% | +711.2% | +455.5% |
| 5Y | +595.8% | +42.6% | +553.2% | +351.9% |
| 10Y | +660.4% | +135.4% | +525.0% | +202.5% |
| All | +660.4% | +129.0% | +531.4% | +202.5% |
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