-3.7%
XLC vs WCC
+23.4%
-27.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +6.2% | -9.9% | +16.2% | +6.2% |
| 30D | -2.4% | -13.4% | +11.0% | -2.3% |
| 3M | -3.3% | -13.5% | +10.2% | -3.3% |
| 6M | -7.3% | -10.6% | +3.3% | -7.2% |
| YTD | -7.6% | +30.1% | -37.7% | -12.2% |
| 1Y | -3.7% | +22.3% | -26.0% | -8.0% |
| All | -3.7% | +23.4% | -27.1% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling