+225.7%
XLE vs WCN
+30.9%
+194.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +12.6% | -2.1% | +14.8% | +13.3% |
| 3M | +11.8% | +6.4% | +5.5% | +9.8% |
| 6M | +16.1% | -3.7% | +19.8% | +16.9% |
| YTD | +46.9% | -6.4% | +53.2% | +48.9% |
| 1Y | +53.3% | -7.9% | +61.2% | +56.0% |
| 3Y | +54.9% | +20.8% | +34.1% | +43.6% |
| 5Y | +225.7% | +29.0% | +196.7% | +196.0% |
| All | +225.7% | +30.9% | +194.8% | +196.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling