+148.7%
XLK vs WCN
+24.9%
+123.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +0.2% | -3.1% | +3.3% | +1.1% |
| 30D | -0.6% | -3.4% | +2.8% | +0.3% |
| 3M | +2.6% | +3.0% | -0.4% | +0.7% |
| 6M | +34.0% | -3.8% | +37.7% | +34.4% |
| YTD | +30.7% | -8.3% | +39.0% | +33.5% |
| 1Y | +39.2% | -9.7% | +48.9% | +42.9% |
| 3Y | +120.4% | +17.2% | +103.3% | +92.5% |
| All | +148.7% | +24.9% | +123.8% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling