+9.1%
XLF vs WCC
+61.8%
-52.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | +0.2% | -5.8% | +6.0% | +0.7% |
| 3M | +11.7% | -3.7% | +15.4% | +12.0% |
| 6M | +13.8% | +23.1% | -9.3% | +9.2% |
| YTD | +7.0% | +44.2% | -37.2% | +0.2% |
| 1Y | +9.1% | +62.1% | -53.0% | +1.0% |
| All | +9.1% | +61.8% | -52.6% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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