-40.9%
XE vs WCC
+11.5%
-52.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -1.3% | -8.6% | -9.0% |
| 7D | -4.6% | +6.8% | -11.4% | -8.4% |
| 30D | -16.4% | -3.0% | -13.4% | -14.7% |
| 3M | -15.5% | +0.2% | -15.7% | -18.0% |
| All | -40.9% | +11.5% | -52.4% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 3y: compounded portfolio wealth divided by compounded WCC 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…
3y analysis · Full analysis span regression · Available span rolling