+957.1%
WDC vs XLU
+42.5%
+914.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -3.9% |
| 7D | +4.4% | -1.2% | +5.6% | +5.1% |
| 30D | +5.3% | -2.5% | +7.8% | +6.7% |
| 3M | -5.9% | -2.7% | -3.2% | -5.0% |
| 6M | +73.2% | -7.5% | +80.7% | +79.5% |
| YTD | +167.8% | +0.9% | +166.9% | +164.8% |
| 1Y | +386.0% | +3.3% | +382.7% | +375.2% |
| 3Y | +1,309.7% | +47.3% | +1,262.4% | +1,075.5% |
| 5Y | +957.1% | +44.4% | +912.7% | +780.2% |
| All | +957.1% | +42.5% | +914.6% | +780.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling