+770.0%
WDC vs XLP
+45.4%
+724.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.4% | -6.4% | -4.0% |
| 7D | +12.1% | +2.5% | +9.6% | +14.0% |
| 30D | -18.8% | +7.3% | -26.1% | -14.3% |
| 3M | -39.3% | +8.1% | -47.4% | -35.3% |
| 6M | -40.1% | +10.5% | -50.6% | -35.0% |
| YTD | +71.8% | +21.2% | +50.6% | +87.6% |
| 1Y | +88.5% | +22.7% | +65.8% | +105.9% |
| 3Y | +770.0% | +44.8% | +725.2% | +802.6% |
| All | +770.0% | +45.4% | +724.6% | +802.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling