+46.6%
XLE vs WCN
+15.9%
+30.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | -4.3% | +26.4% | -30.7% | -7.1% |
| 3M | +6.0% | +17.5% | -11.5% | +4.3% |
| 6M | +13.2% | +28.7% | -15.5% | +9.4% |
| YTD | +46.7% | +11.5% | +35.2% | +44.9% |
| 1Y | +46.6% | +15.9% | +30.8% | +45.1% |
| All | +46.6% | +15.9% | +30.7% | +45.1% |
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