+610.0%
XLB vs WCC
+1,535.5%
-925.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.2% | -0.2% |
| 7D | -1.4% | -5.7% | +4.3% | -0.3% |
| 30D | +7.1% | -13.5% | +20.6% | +10.3% |
| 3M | +0.6% | -12.9% | +13.5% | +3.1% |
| 6M | +3.5% | -10.7% | +14.1% | +4.6% |
| YTD | +18.2% | +30.0% | -11.8% | +7.5% |
| 1Y | +25.6% | +24.7% | +0.9% | +15.3% |
| 3Y | +46.7% | +136.6% | -89.9% | +8.6% |
| 5Y | +30.9% | +143.9% | -113.0% | -7.4% |
| 10Y | +167.7% | +465.9% | -298.2% | +39.5% |
| All | +610.0% | +1,535.5% | -925.6% | +150.1% |
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