+2,570.5%
WDC vs XRT
+552.1%
+2,018.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.7% | +6.2% | +6.8% |
| 7D | -14.4% | +2.5% | -16.9% | -16.1% |
| 30D | -27.1% | +10.3% | -37.4% | -33.2% |
| 3M | -33.3% | +2.4% | -35.6% | -35.4% |
| 6M | -39.6% | +10.0% | -49.6% | -45.8% |
| YTD | +68.4% | +9.5% | +58.8% | +52.4% |
| 1Y | +78.2% | +17.2% | +61.0% | +52.4% |
| 3Y | +772.0% | +62.0% | +710.0% | +460.4% |
| 5Y | +584.9% | -2.1% | +587.0% | +555.9% |
| 10Y | +653.4% | +152.6% | +500.9% | +200.1% |
| All | +2,570.5% | +552.1% | +2,018.4% | +309.2% |
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