+168.8%
XLB vs WCC
+453.1%
-284.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | -0.6% |
| 7D | -1.6% | +3.3% | -5.0% | -2.7% |
| 30D | +7.2% | -9.4% | +16.7% | +9.4% |
| 3M | 0.0% | -10.5% | +10.5% | +1.9% |
| 6M | +2.3% | -10.4% | +12.7% | +3.4% |
| YTD | +18.4% | +34.4% | -16.0% | +4.9% |
| 1Y | +23.3% | +27.7% | -4.3% | +10.7% |
| 3Y | +45.2% | +137.9% | -92.8% | +0.9% |
| 5Y | +31.0% | +147.0% | -116.1% | -14.9% |
| 10Y | +168.8% | +442.5% | -273.7% | +18.4% |
| All | +168.8% | +453.1% | -284.4% | +18.4% |
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