+412.9%
XLF vs WCN
+4,844.1%
-4,431.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -1.0% | -1.7% | +0.7% | -0.5% |
| 30D | -1.3% | -3.0% | +1.7% | -0.3% |
| 3M | +9.1% | +2.5% | +6.6% | +8.0% |
| 6M | +14.4% | -5.7% | +20.0% | +15.9% |
| YTD | +5.1% | -7.4% | +12.5% | +7.0% |
| 1Y | +8.6% | -8.6% | +17.3% | +10.9% |
| 3Y | +74.4% | +19.4% | +55.0% | +62.0% |
| 5Y | +64.4% | +27.2% | +37.2% | +48.6% |
| 10Y | +251.6% | +238.5% | +13.1% | +135.6% |
| All | +412.9% | +4,844.1% | -4,431.2% | +105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling