+250.2%
XLI vs WCC
+518.6%
-268.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | +0.3% |
| 7D | -2.3% | +1.7% | -4.0% | -2.8% |
| 30D | -8.2% | -6.1% | -2.1% | -6.6% |
| 3M | +0.8% | +3.1% | -2.3% | -0.9% |
| 6M | +0.8% | +28.2% | -27.4% | -7.9% |
| YTD | +10.5% | +41.1% | -30.6% | -2.4% |
| 1Y | +14.1% | +61.3% | -47.2% | -4.0% |
| 3Y | +68.6% | +123.6% | -55.1% | +20.6% |
| 5Y | +80.4% | +214.8% | -134.4% | +8.3% |
| All | +250.2% | +518.6% | -268.4% | +41.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling