+643.5%
XLU vs WCC
+1,734.6%
-1,091.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +0.6% | +6.8% | -6.2% | -0.2% |
| 30D | -0.4% | -3.0% | +2.6% | -0.2% |
| 3M | -1.7% | +0.2% | -1.9% | -2.2% |
| 6M | -7.1% | +33.2% | -40.3% | -11.0% |
| YTD | +1.9% | +45.8% | -43.9% | -3.6% |
| 1Y | +6.1% | +68.4% | -62.3% | -1.7% |
| 3Y | +48.8% | +131.1% | -82.4% | +29.2% |
| 5Y | +43.8% | +225.6% | -181.8% | +16.9% |
| 10Y | +143.2% | +534.2% | -391.0% | +70.1% |
| All | +643.5% | +1,734.6% | -1,091.1% | +292.3% |
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 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