+2.3%
XLB vs WCC
-8.7%
+11.0%
-9.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.3% | -3.0% | 0.0% |
| 7D | -1.6% | +3.3% | -5.0% | -2.0% |
| 30D | +7.2% | -9.4% | +16.7% | +7.8% |
| 3M | 0.0% | -10.5% | +10.5% | +0.6% |
| 6M | +2.3% | -10.4% | +12.7% | +4.5% |
| All | +2.3% | -8.7% | +11.0% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling