+166.9%
XLE vs WCC
+139.9%
+27.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.6% | +1.3% |
| 7D | +5.4% | +9.9% | -4.5% | +3.6% |
| 30D | -3.9% | -8.4% | +4.5% | -2.8% |
| 3M | +7.0% | -10.3% | +17.4% | +8.3% |
| 6M | +14.2% | -10.5% | +24.7% | +14.9% |
| YTD | +48.2% | +32.2% | +16.0% | +36.1% |
| 1Y | +47.7% | +25.5% | +22.2% | +37.1% |
| 3Y | +70.0% | +134.7% | -64.7% | +30.9% |
| All | +166.9% | +139.9% | +27.0% | +98.5% |
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