+30.5%
XEL vs WCC
+211.6%
-181.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -1.2% | +1.7% | -2.9% | -1.3% |
| 30D | -2.9% | -6.1% | +3.2% | -2.5% |
| 3M | -2.7% | +3.1% | -5.8% | -3.1% |
| 6M | -6.5% | +28.2% | -34.8% | -8.4% |
| YTD | +3.6% | +41.1% | -37.5% | +0.7% |
| 1Y | +7.5% | +61.3% | -53.8% | +3.4% |
| 3Y | +46.3% | +123.6% | -77.3% | +34.8% |
| 5Y | +30.5% | +214.8% | -184.3% | +16.2% |
| All | +30.5% | +211.6% | -181.1% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling