+28.4%
XLY vs WCC
+224.0%
-195.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | -0.2% |
| 7D | -1.7% | +1.5% | -3.2% | -2.2% |
| 30D | -4.2% | -2.1% | -2.1% | -3.9% |
| 3M | -2.7% | +3.8% | -6.5% | -4.7% |
| 6M | -0.6% | +35.0% | -35.6% | -10.8% |
| YTD | -5.0% | +46.4% | -51.4% | -17.3% |
| 1Y | -4.1% | +63.0% | -67.1% | -19.9% |
| 3Y | +33.6% | +133.9% | -100.3% | -6.7% |
| All | +28.4% | +224.0% | -195.6% | -26.6% |
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