+164.2%
XLB vs WCC
+431.3%
-267.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.3% |
| 7D | +0.5% | +9.9% | -9.4% | -2.2% |
| 30D | +5.2% | -8.4% | +13.6% | +6.9% |
| 3M | +0.3% | -10.3% | +10.6% | +2.1% |
| 6M | +1.2% | -10.5% | +11.6% | +2.2% |
| YTD | +16.6% | +32.2% | -15.5% | +3.8% |
| 1Y | +21.4% | +25.5% | -4.1% | +9.6% |
| 3Y | +43.2% | +134.7% | -91.5% | -0.1% |
| 5Y | +28.0% | +139.9% | -111.9% | -16.1% |
| All | +164.2% | +431.3% | -267.2% | +17.0% |
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