+889.2%
XLV vs WCN
+4,797.8%
-3,908.6%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.6% | -3.1% | -0.4% | -2.9% |
| 30D | -1.8% | -3.4% | +1.6% | -1.1% |
| 3M | +7.8% | +3.0% | +4.8% | +7.0% |
| 6M | +9.1% | -3.8% | +12.9% | +9.8% |
| YTD | +7.7% | -8.3% | +16.1% | +9.4% |
| 1Y | +20.4% | -9.7% | +30.2% | +22.7% |
| 3Y | +30.8% | +17.2% | +13.6% | +25.3% |
| 5Y | +34.6% | +25.3% | +9.4% | +26.8% |
| 10Y | +173.4% | +235.4% | -62.0% | +112.9% |
| All | +889.2% | +4,797.8% | -3,908.6% | +422.5% |
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