+600.0%
XLB vs WCC
+1,713.7%
-1,113.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.2% | -1.3% |
| 7D | -1.4% | +4.5% | -5.9% | -2.5% |
| 30D | -0.4% | -5.8% | +5.4% | +1.0% |
| 3M | +2.0% | -3.7% | +5.6% | +2.1% |
| 6M | +1.8% | +23.1% | -21.2% | -4.9% |
| YTD | +16.6% | +44.2% | -27.6% | +4.2% |
| 1Y | +16.9% | +62.1% | -45.2% | +0.8% |
| 3Y | +32.6% | +121.1% | -88.6% | +0.7% |
| 5Y | +35.6% | +214.0% | -178.3% | -9.4% |
| 10Y | +160.0% | +472.8% | -312.8% | +35.9% |
| All | +600.0% | +1,713.7% | -1,113.7% | +142.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling