+682.0%
WDC vs XRT
+135.4%
+546.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.8% |
| 7D | +16.3% | -0.4% | +16.7% | +16.9% |
| 30D | -18.3% | +7.5% | -25.8% | -23.2% |
| 3M | -31.4% | +2.3% | -33.8% | -33.4% |
| 6M | -36.3% | +12.8% | -49.1% | -43.7% |
| YTD | +80.8% | +7.1% | +73.8% | +67.4% |
| 1Y | +87.7% | +12.3% | +75.4% | +67.3% |
| 3Y | +819.4% | +57.0% | +762.4% | +515.0% |
| 5Y | +583.2% | -4.3% | +587.5% | +572.0% |
| All | +682.0% | +135.4% | +546.6% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling