+218.0%
XLE vs WCC
+216.1%
+1.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.6% |
| 7D | +2.2% | +4.5% | -2.3% | +1.4% |
| 30D | +11.8% | -5.8% | +17.6% | +12.8% |
| 3M | +9.8% | -3.7% | +13.5% | +9.9% |
| 6M | +15.6% | +23.1% | -7.5% | +9.0% |
| YTD | +45.3% | +44.2% | +1.1% | +31.9% |
| 1Y | +48.3% | +62.1% | -13.8% | +30.5% |
| 3Y | +55.4% | +121.1% | -65.7% | +21.9% |
| All | +218.0% | +216.1% | +1.9% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling