+135.4%
XLP vs WCC
+460.5%
-325.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | +2.3% | -9.9% | +12.3% | +3.1% |
| 30D | +9.1% | -13.4% | +22.5% | +10.2% |
| 3M | +7.9% | -13.5% | +21.3% | +8.8% |
| 6M | +9.6% | -10.6% | +20.2% | +9.8% |
| YTD | +19.4% | +30.1% | -10.6% | +14.5% |
| 1Y | +22.4% | +22.3% | 0.0% | +18.0% |
| 3Y | +43.2% | +130.3% | -87.1% | +24.9% |
| 5Y | +42.6% | +144.5% | -101.9% | +20.1% |
| 10Y | +135.4% | +431.8% | -296.4% | +69.0% |
| All | +135.4% | +460.5% | -325.1% | +69.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling