+633.7%
XLU vs WCN
+4,788.6%
-4,154.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -1.2% | -4.4% | +3.2% | -0.2% |
| 30D | -2.5% | -4.4% | +1.9% | -1.6% |
| 3M | -2.7% | +0.5% | -3.2% | -2.9% |
| 6M | -7.5% | -3.3% | -4.2% | -7.0% |
| YTD | +0.9% | -8.5% | +9.4% | +2.4% |
| 1Y | +3.3% | -8.9% | +12.2% | +4.8% |
| 3Y | +47.3% | +18.0% | +29.3% | +41.2% |
| 5Y | +44.4% | +25.0% | +19.4% | +36.6% |
| 10Y | +140.8% | +234.7% | -93.9% | +91.8% |
| All | +633.7% | +4,788.6% | -4,154.9% | +327.6% |
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