+73.2%
WDC vs XLY
-1.9%
+75.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.1% |
| 7D | +4.4% | -3.9% | +8.3% | +7.6% |
| 30D | +5.3% | -6.1% | +11.4% | +10.6% |
| 3M | -5.9% | -1.2% | -4.8% | -7.0% |
| 6M | +73.2% | -1.8% | +75.0% | +72.3% |
| All | +73.2% | -1.9% | +75.2% | +72.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling