+2,714.0%
WDC vs XLP
+577.3%
+2,136.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -0.8% | -16.6% | -16.8% |
| 7D | -32.3% | +3.5% | -35.8% | -34.4% |
| 30D | -34.9% | +11.6% | -46.4% | -41.1% |
| 3M | -48.4% | +7.6% | -56.1% | -52.2% |
| 6M | -42.4% | +10.0% | -52.5% | -49.1% |
| YTD | +55.5% | +19.7% | +35.8% | +27.4% |
| 1Y | +67.5% | +23.5% | +44.0% | +33.0% |
| 3Y | +727.3% | +44.0% | +683.3% | +455.4% |
| 5Y | +533.3% | +42.7% | +490.6% | +329.5% |
| 10Y | +627.0% | +131.3% | +495.6% | +230.5% |
| All | +2,714.0% | +577.3% | +2,136.8% | +445.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling