+22.4%
XLP vs WCC
+13.7%
+8.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.4% | -1.2% |
| 7D | +0.7% | -14.7% | +15.4% | -0.2% |
| 30D | +10.3% | -20.1% | +30.3% | +9.0% |
| 3M | +6.5% | -21.2% | +27.7% | +5.4% |
| 6M | +8.4% | -19.2% | +27.5% | +7.9% |
| YTD | +18.2% | +20.2% | -2.0% | +15.2% |
| 1Y | +22.4% | +14.5% | +8.0% | +19.1% |
| All | +22.4% | +13.7% | +8.7% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling