+139.9%
XLC vs WCC
+491.8%
-351.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.3% |
| 7D | -1.4% | +6.8% | -8.2% | -2.8% |
| 30D | -0.9% | -3.0% | +2.1% | -0.5% |
| 3M | -0.3% | +0.2% | -0.5% | -1.2% |
| 6M | -5.2% | +33.2% | -38.3% | -12.4% |
| YTD | -5.3% | +45.8% | -51.1% | -14.8% |
| 1Y | -2.8% | +68.4% | -71.2% | -15.9% |
| 3Y | +71.2% | +131.1% | -59.9% | +31.2% |
| 5Y | +37.6% | +225.6% | -188.0% | -6.6% |
| All | +139.9% | +491.8% | -351.9% | +30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling