+163.9%
XLE vs WCC
+492.1%
-328.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.1% | -7.6% | -2.0% |
| 7D | -7.9% | -5.7% | -2.2% | -6.5% |
| 30D | -4.8% | -13.5% | +8.6% | -1.1% |
| 3M | +8.4% | -12.9% | +21.2% | +11.6% |
| 6M | +12.7% | -10.7% | +23.3% | +13.5% |
| YTD | +41.3% | +30.0% | +11.3% | +23.0% |
| 1Y | +42.3% | +24.7% | +17.6% | +25.3% |
| 3Y | +65.1% | +136.6% | -71.5% | +6.1% |
| 5Y | +150.2% | +143.9% | +6.3% | +45.5% |
| 10Y | +163.9% | +465.9% | -302.0% | -15.8% |
| All | +163.9% | +492.1% | -328.1% | -15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling