+1,285.8%
WDC vs XLU
+47.0%
+1,238.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | -4.3% | -1.6% | -2.7% | -3.5% |
| 30D | -1.5% | -3.3% | +1.8% | +0.2% |
| 3M | -15.5% | -3.2% | -12.3% | -14.6% |
| 6M | +66.5% | -7.0% | +73.4% | +71.8% |
| YTD | +159.9% | +0.6% | +159.2% | +156.7% |
| 1Y | +366.0% | +2.4% | +363.5% | +356.9% |
| 3Y | +1,285.8% | +46.3% | +1,239.6% | +1,161.7% |
| All | +1,285.8% | +47.0% | +1,238.8% | +1,161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling