+178.7%
XHB vs WCN
+1,758.3%
-1,579.6%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.7% |
| 7D | -1.3% | -0.6% | -0.7% | -0.9% |
| 30D | -6.9% | +0.4% | -7.3% | -7.2% |
| 3M | -1.3% | +7.3% | -8.6% | -6.3% |
| 6M | -6.8% | -2.5% | -4.3% | -6.5% |
| YTD | +0.7% | -5.4% | +6.1% | +2.4% |
| 1Y | -11.2% | -8.5% | -2.8% | -7.9% |
| 3Y | +25.3% | +20.8% | +4.5% | +4.0% |
| 5Y | +37.3% | +30.0% | +7.3% | +6.2% |
| 10Y | +211.5% | +238.4% | -26.9% | +17.4% |
| All | +178.7% | +1,758.3% | -1,579.6% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling