+136.0%
XLC vs WCN
+171.7%
-35.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | +3.7% | +2.6% | +1.1% | +2.6% |
| 30D | -1.9% | +23.9% | -25.9% | -11.4% |
| 3M | -3.1% | +17.4% | -20.5% | -10.3% |
| 6M | -6.4% | +28.0% | -34.4% | -17.1% |
| YTD | -6.8% | +11.6% | -18.4% | -12.5% |
| 1Y | -1.7% | +16.9% | -18.6% | -9.9% |
| 3Y | +64.7% | +51.6% | +13.1% | +28.3% |
| 5Y | +41.1% | +48.0% | -6.9% | +9.1% |
| All | +136.0% | +171.7% | -35.7% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling