+417.4%
WDC vs XLU
+4.9%
+412.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | -10.0% | -1.3% | -8.6% | -9.2% |
| 3M | -18.8% | -1.3% | -17.4% | -19.3% |
| 6M | +79.0% | -7.6% | +86.7% | +88.7% |
| YTD | +171.6% | +2.3% | +169.3% | +155.0% |
| 1Y | +417.4% | +5.8% | +411.6% | +382.9% |
| All | +417.4% | +4.9% | +412.5% | +382.9% |
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