+15.6%
XLE vs WCN
-3.5%
+19.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +2.2% | -0.6% | +2.8% | +2.3% |
| 30D | +11.8% | +0.4% | +11.3% | +11.7% |
| 3M | +9.8% | +7.3% | +2.5% | +8.3% |
| 6M | +15.6% | -2.5% | +18.1% | +14.3% |
| All | +15.6% | -3.5% | +19.1% | +14.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling