+1,024.7%
XLE vs WCN
+4,955.1%
-3,930.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | +11.8% | +0.4% | +11.3% | +11.6% |
| 3M | +9.8% | +7.3% | +2.5% | +7.6% |
| 6M | +15.6% | -2.5% | +18.1% | +16.0% |
| YTD | +45.3% | -5.4% | +50.6% | +46.7% |
| 1Y | +48.3% | -8.5% | +56.8% | +50.9% |
| 3Y | +55.4% | +20.8% | +34.6% | +45.8% |
| 5Y | +216.1% | +30.0% | +186.1% | +188.9% |
| 10Y | +178.4% | +238.4% | -60.0% | +101.6% |
| All | +1,024.7% | +4,955.1% | -3,930.4% | +443.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling