+49.9%
XLE vs WCN
+16.1%
+33.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -5.0% |
| 7D | -7.2% | +6.7% | -13.9% | -7.8% |
| 30D | +0.1% | +24.3% | -24.2% | -2.6% |
| 3M | +9.2% | +16.1% | -6.9% | +7.5% |
| 6M | +8.4% | +19.9% | -11.6% | +5.9% |
| YTD | +44.9% | +10.1% | +34.8% | +43.3% |
| 1Y | +49.9% | +14.4% | +35.4% | +48.9% |
| All | +49.9% | +16.1% | +33.8% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling