+1,330.5%
WDC vs XLP
+28.2%
+1,302.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +5.5% |
| 7D | +1.7% | -1.0% | +2.8% | +1.2% |
| 30D | -10.0% | -0.9% | -9.1% | -10.2% |
| 3M | -18.8% | +3.8% | -22.6% | -18.1% |
| 6M | +79.0% | -1.7% | +80.8% | +80.5% |
| YTD | +171.6% | +10.3% | +161.3% | +173.7% |
| 1Y | +417.4% | +7.8% | +409.6% | +425.0% |
| All | +1,330.5% | +28.2% | +1,302.3% | +1,215.9% |
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