+148.7%
XLK vs WCC
+224.0%
-75.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.1% |
| 7D | +0.2% | +1.5% | -1.3% | -0.3% |
| 30D | -0.6% | -2.1% | +1.5% | -0.1% |
| 3M | +2.6% | +3.8% | -1.3% | +0.9% |
| 6M | +34.0% | +35.0% | -1.0% | +20.4% |
| YTD | +30.7% | +46.4% | -15.7% | +14.0% |
| 1Y | +39.2% | +63.0% | -23.8% | +16.6% |
| 3Y | +120.4% | +133.9% | -13.5% | +54.9% |
| All | +148.7% | +224.0% | -75.3% | +43.6% |
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