+142.5%
XLC vs WCN
+130.5%
+12.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.7% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | -0.7% | +7.3% | -8.0% | -4.3% |
| 6M | -5.1% | -2.5% | -2.6% | -4.7% |
| YTD | -4.3% | -5.4% | +1.1% | -2.7% |
| 1Y | -0.6% | -8.5% | +7.9% | +2.5% |
| 3Y | +72.7% | +20.8% | +51.9% | +50.4% |
| 5Y | +38.0% | +30.0% | +8.0% | +12.6% |
| All | +142.5% | +130.5% | +12.0% | +31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling