+46.3%
XLU vs WCC
+130.1%
-83.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | -3.3% | -2.1% | -1.2% | -3.2% |
| 3M | -3.2% | +3.8% | -7.0% | -3.7% |
| 6M | -7.0% | +35.0% | -41.9% | -10.1% |
| YTD | +0.6% | +46.4% | -45.7% | -3.7% |
| 1Y | +2.4% | +63.0% | -60.5% | -3.3% |
| 3Y | +46.3% | +133.9% | -87.7% | +26.1% |
| All | +46.3% | +130.1% | -83.8% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling