+248.8%
XLF vs WCC
+541.6%
-292.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -0.5% |
| 7D | -1.5% | +1.5% | -3.0% | -2.0% |
| 30D | -1.2% | -2.1% | +1.0% | -0.8% |
| 3M | +9.2% | +3.8% | +5.4% | +6.7% |
| 6M | +16.3% | +35.0% | -18.6% | +3.6% |
| YTD | +5.4% | +46.4% | -40.9% | -9.0% |
| 1Y | +7.6% | +63.0% | -55.4% | -11.0% |
| 3Y | +74.2% | +133.9% | -59.7% | +19.8% |
| 5Y | +66.1% | +226.5% | -160.4% | -5.0% |
| All | +248.8% | +541.6% | -292.8% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling