+1,111.5%
XLI vs WCN
+4,902.7%
-3,791.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -5.8% | -2.1% | -3.7% | -5.2% |
| 3M | +0.7% | +6.4% | -5.7% | -1.4% |
| 6M | +3.2% | -3.7% | +6.9% | +3.7% |
| YTD | +13.0% | -6.4% | +19.4% | +14.3% |
| 1Y | +16.8% | -7.9% | +24.7% | +18.6% |
| 3Y | +72.4% | +20.8% | +51.6% | +60.7% |
| 5Y | +82.8% | +29.0% | +53.8% | +66.6% |
| 10Y | +252.4% | +236.4% | +16.1% | +149.2% |
| All | +1,111.5% | +4,902.7% | -3,791.2% | +415.6% |
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