+215.2%
XLY vs WCN
+235.9%
-20.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -0.2% |
| 30D | -4.2% | -3.4% | -0.8% | -2.6% |
| 3M | -2.7% | +3.0% | -5.6% | -4.4% |
| 6M | -0.6% | -3.8% | +3.1% | +0.3% |
| YTD | -5.0% | -8.3% | +3.3% | -2.2% |
| 1Y | -4.1% | -9.7% | +5.7% | -0.7% |
| 3Y | +33.6% | +17.2% | +16.4% | +17.1% |
| 5Y | +28.7% | +25.3% | +3.4% | +7.2% |
| All | +215.2% | +235.9% | -20.7% | +70.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling