+570.4%
XLP vs WCC
+1,380.5%
-810.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | +0.2% |
| 7D | +3.5% | -21.9% | +25.4% | +5.7% |
| 30D | +11.6% | -25.4% | +37.0% | +14.4% |
| 3M | +7.6% | -23.1% | +30.7% | +9.9% |
| 6M | +10.0% | -18.1% | +28.1% | +11.1% |
| YTD | +19.7% | +17.7% | +2.1% | +16.2% |
| 1Y | +23.5% | +12.4% | +11.1% | +20.3% |
| 3Y | +44.0% | +105.9% | -61.9% | +28.8% |
| 5Y | +42.7% | +116.8% | -74.1% | +24.4% |
| 10Y | +131.3% | +456.1% | -324.7% | +73.7% |
| All | +570.4% | +1,380.5% | -810.1% | +324.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling