+821.1%
XLB vs WCN
+5,859.3%
-5,038.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.5% | +2.6% | -2.1% | -0.2% |
| 30D | +5.2% | +23.9% | -18.8% | -1.2% |
| 3M | +0.3% | +17.4% | -17.1% | -4.4% |
| 6M | +1.2% | +28.0% | -26.8% | -6.1% |
| YTD | +16.6% | +11.6% | +5.1% | +12.1% |
| 1Y | +21.4% | +16.9% | +4.6% | +15.1% |
| 3Y | +43.2% | +51.6% | -8.4% | +25.5% |
| 5Y | +28.0% | +48.0% | -19.9% | +12.5% |
| 10Y | +164.8% | +322.6% | -157.8% | +78.4% |
| All | +821.1% | +5,859.3% | -5,038.3% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling