+835.4%
XLE vs WCC
+1,713.7%
-878.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.7% | -1.9% |
| 7D | +2.2% | +4.5% | -2.3% | +1.0% |
| 30D | +11.8% | -5.8% | +17.6% | +13.3% |
| 3M | +9.8% | -3.7% | +13.5% | +9.7% |
| 6M | +15.6% | +23.1% | -7.5% | +6.8% |
| YTD | +45.3% | +44.2% | +1.1% | +28.3% |
| 1Y | +48.3% | +62.1% | -13.8% | +26.1% |
| 3Y | +55.4% | +121.1% | -65.7% | +15.4% |
| 5Y | +216.1% | +214.0% | +2.1% | +103.7% |
| 10Y | +178.4% | +472.8% | -294.4% | +41.0% |
| All | +835.4% | +1,713.7% | -878.3% | +243.5% |
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 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