+7.6%
XLF vs WCC
+66.6%
-59.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.3% |
| 7D | -1.5% | +1.5% | -3.0% | -1.6% |
| 30D | -1.2% | -2.1% | +1.0% | -1.0% |
| 3M | +9.2% | +3.8% | +5.4% | +8.4% |
| 6M | +16.3% | +35.0% | -18.6% | +10.1% |
| YTD | +5.4% | +46.4% | -40.9% | -1.4% |
| 1Y | +7.6% | +63.0% | -55.4% | -0.5% |
| All | +7.6% | +66.6% | -59.0% | -0.5% |
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