+907.0%
XLY vs WCC
+1,675.2%
-768.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.3% |
| 7D | -3.9% | +1.7% | -5.5% | -4.3% |
| 30D | -6.1% | -6.1% | -0.1% | -4.9% |
| 3M | -1.2% | +3.1% | -4.2% | -2.7% |
| 6M | -1.8% | +28.2% | -30.0% | -8.8% |
| YTD | -5.9% | +41.1% | -47.0% | -14.9% |
| 1Y | -3.1% | +61.3% | -64.4% | -15.7% |
| 3Y | +36.0% | +123.6% | -87.7% | +5.3% |
| 5Y | +27.6% | +214.8% | -187.2% | -11.5% |
| 10Y | +216.8% | +513.6% | -296.8% | +71.3% |
| All | +907.0% | +1,675.2% | -768.3% | +256.3% |
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