+135.8%
XLC vs WCN
+169.3%
-33.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +3.5% | +0.4% | +3.0% | +3.3% |
| 30D | -2.6% | +25.3% | -27.9% | -12.5% |
| 3M | -2.1% | +15.4% | -17.5% | -8.7% |
| 6M | -5.5% | +27.8% | -33.3% | -16.3% |
| YTD | -6.9% | +10.6% | -17.5% | -12.2% |
| 1Y | -3.7% | +15.8% | -19.5% | -11.4% |
| 3Y | +64.2% | +50.3% | +13.9% | +28.4% |
| 5Y | +43.0% | +46.9% | -3.9% | +10.9% |
| All | +135.8% | +169.3% | -33.4% | +18.9% |
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