+44.2%
XLU vs WCC
+224.0%
-179.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.7% |
| 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% | -3.8% |
| 6M | -7.0% | +35.0% | -41.9% | -10.5% |
| YTD | +0.6% | +46.4% | -45.7% | -4.2% |
| 1Y | +2.4% | +63.0% | -60.5% | -3.9% |
| 3Y | +46.3% | +133.9% | -87.7% | +28.0% |
| All | +44.2% | +224.0% | -179.8% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling