+805.1%
XLE vs WCC
+1,412.6%
-607.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.6% |
| 7D | -12.0% | -14.7% | +2.7% | -8.4% |
| 30D | -2.7% | -20.1% | +17.3% | +2.5% |
| 3M | +6.6% | -21.2% | +27.7% | +12.2% |
| 6M | +9.5% | -19.2% | +28.7% | +13.4% |
| YTD | +40.6% | +20.2% | +20.3% | +29.2% |
| 1Y | +43.6% | +14.5% | +29.1% | +33.4% |
| 3Y | +58.1% | +115.1% | -57.0% | +17.6% |
| 5Y | +152.2% | +121.5% | +30.7% | +77.3% |
| 10Y | +172.9% | +468.1% | -295.2% | +38.3% |
| All | +805.1% | +1,412.6% | -607.5% | +245.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling