+17.2%
XLI vs WCN
-8.7%
+25.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.1% | -0.6% | -0.4% | -1.0% |
| 30D | -5.9% | +0.4% | -6.4% | -6.0% |
| 3M | -0.3% | +7.3% | -7.6% | -0.9% |
| 6M | +0.1% | -2.5% | +2.6% | +0.8% |
| YTD | +13.6% | -5.4% | +19.0% | +14.6% |
| 1Y | +17.2% | -8.5% | +25.6% | +21.1% |
| All | +17.2% | -8.7% | +25.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling