+35.5%
XLV vs WCC
+224.0%
-188.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -3.6% | +1.5% | -5.1% | -3.7% |
| 30D | -1.8% | -2.1% | +0.3% | -1.7% |
| 3M | +7.8% | +3.8% | +4.0% | +6.9% |
| 6M | +9.1% | +35.0% | -25.9% | +4.4% |
| YTD | +7.7% | +46.4% | -38.6% | +1.9% |
| 1Y | +20.4% | +63.0% | -42.6% | +12.1% |
| 3Y | +30.8% | +133.9% | -103.2% | +13.0% |
| All | +35.5% | +224.0% | -188.5% | +7.2% |
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