+4,918.7%
WDC vs XLU
+639.3%
+4,279.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.6% |
| 7D | +6.0% | +2.1% | +3.9% | +4.5% |
| 30D | +9.9% | -0.4% | +10.3% | +10.2% |
| 3M | -9.4% | +0.5% | -9.9% | -10.1% |
| 6M | +94.7% | -5.8% | +100.5% | +101.4% |
| YTD | +177.4% | +3.1% | +174.2% | +169.9% |
| 1Y | +412.6% | +8.1% | +404.5% | +383.1% |
| 3Y | +1,359.8% | +50.5% | +1,309.2% | +983.0% |
| 5Y | +992.6% | +44.7% | +947.9% | +720.1% |
| 10Y | +1,245.5% | +136.8% | +1,108.7% | +600.4% |
| All | +4,918.7% | +639.3% | +4,279.4% | +1,059.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling