+1,477.5%
XLK vs WCN
+4,844.1%
-3,366.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +2.3% | -1.7% | +4.1% | +2.8% |
| 30D | +0.8% | -3.0% | +3.8% | +1.6% |
| 3M | +4.1% | +2.5% | +1.5% | +2.8% |
| 6M | +34.8% | -5.7% | +40.4% | +35.7% |
| YTD | +30.8% | -7.4% | +38.3% | +32.2% |
| 1Y | +42.4% | -8.6% | +51.0% | +44.0% |
| 3Y | +121.8% | +19.4% | +102.4% | +106.4% |
| 5Y | +146.6% | +27.2% | +119.4% | +125.1% |
| 10Y | +804.3% | +238.5% | +565.7% | +545.3% |
| All | +1,477.5% | +4,844.1% | -3,366.6% | +568.0% |
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 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