+411.1%
WDC vs XRT
-2.7%
+413.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.6% |
| 7D | +7.5% | -2.4% | +9.9% | +8.3% |
| 30D | +10.1% | -6.9% | +17.0% | +12.8% |
| 3M | -6.8% | -0.4% | -6.4% | -9.5% |
| 6M | +84.1% | +2.2% | +81.9% | +73.1% |
| YTD | +180.3% | -0.7% | +180.9% | +173.3% |
| 1Y | +411.1% | -2.0% | +413.1% | +413.4% |
| All | +411.1% | -2.7% | +413.8% | +413.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling