+43.2%
XLB vs WCN
+52.1%
-8.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | +5.2% | +23.9% | -18.8% | +0.2% |
| 3M | +0.3% | +17.4% | -17.1% | -3.3% |
| 6M | +1.2% | +28.0% | -26.8% | -4.6% |
| YTD | +16.6% | +11.6% | +5.1% | +14.2% |
| 1Y | +21.4% | +16.9% | +4.6% | +17.0% |
| 3Y | +43.2% | +51.6% | -8.4% | +26.6% |
| All | +43.2% | +52.1% | -8.9% | +26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling