+64.3%
XLF vs WCN
+24.9%
+39.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -1.5% | -3.1% | +1.6% | -0.4% |
| 30D | -1.2% | -3.4% | +2.2% | 0.0% |
| 3M | +9.2% | +3.0% | +6.2% | +7.7% |
| 6M | +16.3% | -3.8% | +20.1% | +17.3% |
| YTD | +5.4% | -8.3% | +13.7% | +8.2% |
| 1Y | +7.6% | -9.7% | +17.4% | +11.0% |
| 3Y | +74.2% | +17.2% | +57.0% | +58.9% |
| All | +64.3% | +24.9% | +39.3% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling