+43.8%
XLP vs WCC
+112.3%
-68.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.3% |
| 7D | +3.5% | -21.9% | +25.4% | +4.6% |
| 30D | +11.6% | -25.4% | +37.0% | +13.0% |
| 3M | +7.6% | -23.1% | +30.7% | +8.8% |
| 6M | +10.0% | -18.1% | +28.1% | +10.5% |
| YTD | +19.7% | +17.7% | +2.1% | +16.8% |
| 1Y | +23.5% | +12.4% | +11.1% | +20.7% |
| 3Y | +44.0% | +105.9% | -61.9% | +30.2% |
| All | +43.8% | +112.3% | -68.5% | +26.7% |
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