+179.2%
XLE vs WCN
+322.1%
-142.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +5.4% | +2.6% | +2.8% | +4.2% |
| 30D | -3.9% | +23.9% | -27.9% | -13.3% |
| 3M | +7.0% | +17.4% | -10.4% | -1.1% |
| 6M | +14.2% | +28.0% | -13.8% | +1.0% |
| YTD | +48.2% | +11.6% | +36.6% | +39.1% |
| 1Y | +47.7% | +16.9% | +30.8% | +35.3% |
| 3Y | +70.0% | +51.6% | +18.4% | +32.2% |
| 5Y | +169.1% | +48.0% | +121.2% | +107.7% |
| All | +179.2% | +322.1% | -142.9% | +38.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling