+31.8%
XHB vs WCN
+25.5%
+6.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.9% |
| 7D | -5.2% | -4.4% | -0.8% | -3.6% |
| 30D | -12.1% | -4.4% | -7.7% | -10.6% |
| 3M | -6.2% | +0.5% | -6.7% | -6.6% |
| 6M | -6.7% | -3.3% | -3.4% | -6.0% |
| YTD | -5.5% | -8.5% | +3.0% | -2.7% |
| 1Y | -15.6% | -8.9% | -6.7% | -13.1% |
| 3Y | +22.0% | +18.0% | +3.9% | +6.4% |
| 5Y | +31.8% | +25.0% | +6.8% | +6.6% |
| All | +31.8% | +25.5% | +6.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling