+517.3%
XLP vs WCC
+1,713.7%
-1,196.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.7% | -1.2% |
| 7D | -1.0% | +4.5% | -5.5% | -1.5% |
| 30D | -0.9% | -5.8% | +4.9% | -0.4% |
| 3M | +3.8% | -3.7% | +7.5% | +3.8% |
| 6M | -1.7% | +23.1% | -24.8% | -4.5% |
| YTD | +10.3% | +44.2% | -33.9% | +5.4% |
| 1Y | +7.8% | +62.1% | -54.3% | +1.5% |
| 3Y | +27.2% | +121.1% | -93.9% | +13.5% |
| 5Y | +32.5% | +214.0% | -181.4% | +11.7% |
| 10Y | +101.8% | +472.8% | -371.0% | +51.7% |
| All | +517.3% | +1,713.7% | -1,196.4% | +285.1% |
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 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