+80.9%
XLI vs WCC
+228.2%
-147.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -0.6% | +6.8% | -7.4% | -2.3% |
| 30D | -6.9% | -3.0% | -3.9% | -6.3% |
| 3M | -1.9% | +0.2% | -2.1% | -2.6% |
| 6M | +1.0% | +33.2% | -32.1% | -7.4% |
| YTD | +11.3% | +45.8% | -34.5% | -0.7% |
| 1Y | +15.8% | +68.4% | -52.6% | -1.1% |
| 3Y | +69.8% | +131.1% | -61.3% | +26.5% |
| 5Y | +80.9% | +225.6% | -144.7% | +13.5% |
| All | +80.9% | +228.2% | -147.3% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling