+847.7%
XLI vs WCC
+1,713.7%
-866.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.9% | -3.5% | -0.6% |
| 7D | -1.1% | +4.5% | -5.5% | -2.2% |
| 30D | -5.9% | -5.8% | -0.2% | -4.7% |
| 3M | -0.3% | -3.7% | +3.4% | +0.1% |
| 6M | +0.1% | +23.1% | -22.9% | -5.9% |
| YTD | +13.6% | +44.2% | -30.6% | +2.3% |
| 1Y | +17.2% | +62.1% | -44.9% | +2.0% |
| 3Y | +68.2% | +121.1% | -52.9% | +30.0% |
| 5Y | +80.7% | +214.0% | -133.2% | +23.4% |
| 10Y | +253.3% | +472.8% | -219.5% | +91.1% |
| All | +847.7% | +1,713.7% | -866.1% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling