+34.5%
XLB vs WCC
+137.6%
-103.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.5% |
| 7D | -0.2% | +8.5% | -8.7% | -2.0% |
| 30D | -1.7% | -1.0% | -0.8% | -1.7% |
| 3M | +4.4% | +2.1% | +2.2% | +3.3% |
| 6M | +5.0% | +36.8% | -31.8% | -3.1% |
| YTD | +15.5% | +47.7% | -32.3% | +4.4% |
| 1Y | +14.9% | +66.5% | -51.6% | +0.6% |
| 3Y | +34.5% | +134.2% | -99.6% | +2.3% |
| All | +34.5% | +137.6% | -103.1% | +2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling