+136.0%
XLC vs WCC
+436.5%
-300.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.7% | +1.4% |
| 7D | +3.7% | +9.9% | -6.2% | +1.7% |
| 30D | -1.9% | -8.4% | +6.5% | -0.7% |
| 3M | -3.1% | -10.3% | +7.2% | -1.9% |
| 6M | -6.4% | -10.5% | +4.1% | -5.9% |
| YTD | -6.8% | +32.2% | -39.0% | -15.1% |
| 1Y | -1.7% | +25.5% | -27.2% | -9.5% |
| 3Y | +64.7% | +134.7% | -70.0% | +24.4% |
| 5Y | +41.1% | +139.9% | -98.8% | +1.8% |
| All | +136.0% | +436.5% | -300.5% | +30.2% |
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