-11.2%
XHB vs WCN
-8.7%
-2.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -6.9% | +0.4% | -7.3% | -6.9% |
| 3M | -1.3% | +7.3% | -8.6% | -2.3% |
| 6M | -6.8% | -2.5% | -4.3% | -6.0% |
| YTD | +0.7% | -5.4% | +6.1% | +2.6% |
| 1Y | -11.2% | -8.5% | -2.8% | -6.6% |
| All | -11.2% | -8.7% | -2.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling