+34.1%
XLP vs WCC
+216.1%
-182.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.0% |
| 7D | -1.0% | +4.5% | -5.5% | -1.3% |
| 30D | -0.9% | -5.8% | +4.9% | -0.6% |
| 3M | +3.8% | -3.7% | +7.5% | +3.9% |
| 6M | -1.7% | +23.1% | -24.8% | -3.7% |
| YTD | +10.3% | +44.2% | -33.9% | +6.7% |
| 1Y | +7.8% | +62.1% | -54.3% | +3.2% |
| 3Y | +27.2% | +121.1% | -93.9% | +15.7% |
| All | +34.1% | +216.1% | -182.0% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling