+248.8%
XLF vs WCN
+235.9%
+13.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -3.1% | +1.6% | +0.2% |
| 30D | -1.2% | -3.4% | +2.2% | +0.6% |
| 3M | +9.2% | +3.0% | +6.2% | +7.0% |
| 6M | +16.3% | -3.8% | +20.1% | +17.6% |
| YTD | +5.4% | -8.3% | +13.7% | +9.0% |
| 1Y | +7.6% | -9.7% | +17.4% | +12.0% |
| 3Y | +74.2% | +17.2% | +57.0% | +52.3% |
| 5Y | +66.1% | +25.3% | +40.9% | +36.5% |
| All | +248.8% | +235.9% | +13.0% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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