+754.4%
WDC vs XLP
+43.9%
+710.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.1% |
| 7D | -16.7% | +2.3% | -19.1% | -15.3% |
| 30D | -27.2% | +9.1% | -36.3% | -22.5% |
| 3M | -34.0% | +7.9% | -41.9% | -30.0% |
| 6M | -39.7% | +9.6% | -49.3% | -35.2% |
| YTD | +68.1% | +19.4% | +48.6% | +81.7% |
| 1Y | +66.3% | +22.4% | +43.9% | +79.9% |
| 3Y | +754.4% | +43.2% | +711.2% | +776.2% |
| All | +754.4% | +43.9% | +710.6% | +776.2% |
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