+20.7%
XLK vs WCN
+16.1%
+4.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.9% |
| 7D | -7.6% | +6.7% | -14.3% | -5.5% |
| 30D | -12.2% | +24.3% | -36.5% | -5.4% |
| 3M | -5.5% | +16.1% | -21.5% | -0.3% |
| 6M | +9.2% | +19.9% | -10.8% | +16.7% |
| YTD | +23.0% | +10.1% | +12.9% | +31.8% |
| 1Y | +20.7% | +14.4% | +6.3% | +30.2% |
| All | +20.7% | +16.1% | +4.6% | +30.2% |
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