+73.6%
XLF vs WCC
+129.2%
-55.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | -1.0% | +6.8% | -7.8% | -2.2% |
| 30D | -1.3% | -3.0% | +1.7% | -0.9% |
| 3M | +9.1% | +0.2% | +8.9% | +8.5% |
| 6M | +14.4% | +33.2% | -18.8% | +6.5% |
| YTD | +5.1% | +45.8% | -40.7% | -4.3% |
| 1Y | +8.6% | +68.4% | -59.7% | -4.5% |
| All | +73.6% | +129.2% | -55.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling