+366.0%
WDC vs XLY
-2.6%
+368.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.9% |
| 7D | -4.3% | -1.7% | -2.6% | -2.7% |
| 30D | -1.5% | -4.2% | +2.7% | +2.3% |
| 3M | -15.5% | -2.7% | -12.8% | -14.1% |
| 6M | +66.5% | -0.6% | +67.1% | +64.2% |
| YTD | +159.9% | -5.0% | +164.9% | +170.2% |
| 1Y | +366.0% | -4.1% | +370.0% | +377.8% |
| All | +366.0% | -2.6% | +368.6% | +377.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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