+727.7%
XLV vs WCC
+1,675.2%
-947.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | -0.1% |
| 7D | -4.4% | +1.7% | -6.1% | -4.6% |
| 30D | -1.4% | -6.1% | +4.7% | -0.7% |
| 3M | +8.9% | +3.1% | +5.8% | +7.8% |
| 6M | +9.1% | +28.2% | -19.1% | +4.2% |
| YTD | +7.9% | +41.1% | -33.2% | +1.5% |
| 1Y | +22.7% | +61.3% | -38.6% | +12.8% |
| 3Y | +31.9% | +123.6% | -91.7% | +12.3% |
| 5Y | +34.9% | +214.8% | -179.9% | +6.2% |
| 10Y | +173.9% | +513.6% | -339.8% | +82.3% |
| All | +727.7% | +1,675.2% | -947.5% | +285.2% |
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 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