+356.4%
XLF vs WCC
+1,563.0%
-1,206.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.3% |
| 7D | +2.7% | +9.9% | -7.3% | -0.2% |
| 30D | +7.6% | -8.4% | +16.1% | +9.5% |
| 3M | +1.1% | -10.3% | +11.4% | +2.9% |
| 6M | +15.9% | -10.5% | +26.4% | +16.8% |
| YTD | +8.4% | +32.2% | -23.7% | -3.8% |
| 1Y | +12.5% | +25.5% | -13.0% | +1.2% |
| 3Y | +81.6% | +134.7% | -53.1% | +27.7% |
| 5Y | +59.3% | +139.9% | -80.7% | +6.1% |
| 10Y | +225.4% | +433.5% | -208.0% | +53.9% |
| All | +356.4% | +1,563.0% | -1,206.7% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling