+22.4%
XLP vs WCC
+23.4%
-1.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +2.3% | -9.9% | +12.3% | +1.7% |
| 30D | +9.1% | -13.4% | +22.5% | +8.4% |
| 3M | +7.9% | -13.5% | +21.3% | +7.2% |
| 6M | +9.6% | -10.6% | +20.2% | +9.4% |
| YTD | +19.4% | +30.1% | -10.6% | +16.6% |
| 1Y | +22.4% | +22.3% | 0.0% | +19.1% |
| All | +22.4% | +23.4% | -1.0% | +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