+4,206.6%
WDC vs XRT
+514.3%
+3,692.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.0% | +4.9% | +5.0% |
| 7D | +1.7% | +0.8% | +0.9% | +1.1% |
| 30D | -10.0% | -4.2% | -5.8% | -6.9% |
| 3M | -18.8% | +5.1% | -23.8% | -23.4% |
| 6M | +79.0% | +2.4% | +76.6% | +72.3% |
| YTD | +171.6% | +3.2% | +168.4% | +160.5% |
| 1Y | +417.4% | +1.5% | +415.9% | +400.6% |
| 3Y | +1,251.8% | +40.6% | +1,211.2% | +881.8% |
| 5Y | +911.7% | -1.0% | +912.7% | +862.6% |
| 10Y | +1,399.6% | +128.4% | +1,271.2% | +555.5% |
| All | +4,206.6% | +514.3% | +3,692.3% | +599.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling