+64.6%
XLC vs WCN
+50.7%
+13.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +3.5% | +0.4% | +3.0% | +3.4% |
| 30D | -2.6% | +25.3% | -27.9% | -7.1% |
| 3M | -2.1% | +15.4% | -17.5% | -5.0% |
| 6M | -5.5% | +27.8% | -33.3% | -10.4% |
| YTD | -6.9% | +10.6% | -17.5% | -8.7% |
| 1Y | -3.7% | +15.8% | -19.5% | -6.9% |
| All | +64.6% | +50.7% | +13.8% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling