+179.0%
XLE vs WCN
+239.4%
-60.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.6% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +12.6% | -2.1% | +14.8% | +13.7% |
| 3M | +11.8% | +6.4% | +5.5% | +8.2% |
| 6M | +16.1% | -3.7% | +19.8% | +17.4% |
| YTD | +46.9% | -6.4% | +53.2% | +50.1% |
| 1Y | +53.3% | -7.9% | +61.2% | +57.4% |
| 3Y | +54.9% | +20.8% | +34.1% | +34.7% |
| 5Y | +225.7% | +29.0% | +196.7% | +166.1% |
| All | +179.0% | +239.4% | -60.4% | +43.3% |
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