+135.9%
XLU vs WCC
+541.6%
-405.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.8% |
| 7D | -1.6% | +1.5% | -3.1% | -1.8% |
| 30D | -3.3% | -2.1% | -1.2% | -3.2% |
| 3M | -3.2% | +3.8% | -7.0% | -4.0% |
| 6M | -7.0% | +35.0% | -41.9% | -11.0% |
| YTD | +0.6% | +46.4% | -45.7% | -4.9% |
| 1Y | +2.4% | +63.0% | -60.5% | -4.8% |
| 3Y | +46.3% | +133.9% | -87.7% | +26.2% |
| 5Y | +44.0% | +226.5% | -182.6% | +15.6% |
| All | +135.9% | +541.6% | -405.8% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling