+158.8%
XLB vs WCN
+235.2%
-76.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | -3.5% | -4.4% | +0.9% | -1.3% |
| 30D | -4.7% | -4.4% | -0.2% | -2.4% |
| 3M | +2.7% | +0.5% | +2.2% | +2.0% |
| 6M | +2.6% | -3.3% | +5.9% | +3.3% |
| YTD | +12.8% | -8.5% | +21.3% | +16.6% |
| 1Y | +14.0% | -8.9% | +22.9% | +17.8% |
| 3Y | +31.5% | +18.0% | +13.4% | +14.1% |
| 5Y | +33.4% | +25.0% | +8.4% | +9.8% |
| All | +158.8% | +235.2% | -76.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 10y: compounded portfolio wealth divided by compounded WCN 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…
10y analysis · Full analysis span regression · 6 months rolling