+113.2%
WDC vs XLU
+0.7%
+112.5%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.9% |
| 7D | -18.3% | +2.6% | -20.9% | -18.9% |
| 30D | -26.7% | +9.1% | -35.8% | -29.0% |
| 3M | -40.9% | -0.4% | -40.5% | -40.0% |
| 6M | -26.8% | -4.7% | -22.1% | -23.2% |
| YTD | +88.2% | +4.3% | +83.9% | +70.5% |
| 1Y | +113.2% | +1.0% | +112.2% | +103.7% |
| All | +113.2% | +0.7% | +112.5% | +103.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 1y: compounded portfolio wealth divided by compounded XLU 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…
1y analysis · Full analysis span regression · 6 months rolling