+30.9%
XLB vs WCC
+141.7%
-110.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | 0.0% |
| 7D | -1.4% | -5.7% | +4.3% | -0.4% |
| 30D | +7.1% | -13.5% | +20.6% | +10.1% |
| 3M | +0.6% | -12.9% | +13.5% | +2.9% |
| 6M | +3.5% | -10.7% | +14.1% | +4.5% |
| YTD | +18.2% | +30.0% | -11.8% | +7.4% |
| 1Y | +25.6% | +24.7% | +0.9% | +15.2% |
| 3Y | +46.7% | +136.6% | -89.9% | +6.4% |
| 5Y | +30.9% | +143.9% | -113.0% | -11.9% |
| All | +30.9% | +141.7% | -110.8% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling