+660.4%
WDC vs XRT
+147.6%
+512.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -16.7% | +4.1% | -20.8% | -19.3% |
| 30D | -27.2% | +9.9% | -37.1% | -32.8% |
| 3M | -34.0% | +2.3% | -36.3% | -35.9% |
| 6M | -39.7% | +9.6% | -49.3% | -45.5% |
| YTD | +68.1% | +9.1% | +58.9% | +53.3% |
| 1Y | +66.3% | +16.2% | +50.1% | +44.1% |
| 3Y | +754.4% | +60.1% | +694.3% | +463.0% |
| 5Y | +595.8% | -0.5% | +596.3% | +563.2% |
| 10Y | +660.4% | +145.1% | +515.3% | +195.9% |
| All | +660.4% | +147.6% | +512.8% | +195.9% |
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