+204.0%
XHB vs WCC
+518.6%
-314.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.1% |
| 7D | -5.2% | +1.7% | -6.9% | -5.9% |
| 30D | -12.1% | -6.1% | -6.1% | -10.3% |
| 3M | -6.2% | +3.1% | -9.3% | -8.2% |
| 6M | -6.7% | +28.2% | -34.9% | -16.6% |
| YTD | -5.5% | +41.1% | -46.5% | -19.0% |
| 1Y | -15.6% | +61.3% | -76.9% | -32.0% |
| 3Y | +22.0% | +123.6% | -101.6% | -18.5% |
| 5Y | +31.8% | +214.8% | -183.0% | -27.4% |
| All | +204.0% | +518.6% | -314.6% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling