+176.5%
XLE vs WCC
+440.3%
-263.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +4.4% | +14.2% | -9.8% | 0.0% |
| 30D | -4.3% | -9.8% | +5.6% | -1.8% |
| 3M | +6.0% | -10.1% | +16.2% | +8.2% |
| 6M | +13.2% | -9.4% | +22.6% | +13.6% |
| YTD | +46.7% | +34.4% | +12.3% | +26.4% |
| 1Y | +46.6% | +23.3% | +23.3% | +29.8% |
| 3Y | +69.6% | +137.9% | -68.4% | +8.9% |
| 5Y | +166.5% | +144.0% | +22.6% | +55.5% |
| All | +176.5% | +440.3% | -263.8% | -11.2% |
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