+552.8%
XLP vs WCN
+5,708.8%
-5,156.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.0% |
| 7D | +0.7% | +2.9% | -2.2% | +0.2% |
| 30D | +10.3% | +22.1% | -11.8% | +6.3% |
| 3M | +6.5% | +13.2% | -6.6% | +4.1% |
| 6M | +8.4% | +23.7% | -15.3% | +4.3% |
| YTD | +18.2% | +8.7% | +9.5% | +16.0% |
| 1Y | +22.4% | +15.3% | +7.1% | +18.9% |
| 3Y | +41.9% | +46.0% | -4.1% | +32.0% |
| 5Y | +40.9% | +45.9% | -5.1% | +30.7% |
| 10Y | +128.4% | +311.1% | -182.7% | +81.8% |
| All | +552.8% | +5,708.8% | -5,156.0% | +304.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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