+28.4%
XLY vs WCN
+24.9%
+3.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -1.7% | -3.1% | +1.4% | -0.5% |
| 30D | -4.2% | -3.4% | -0.8% | -3.0% |
| 3M | -2.7% | +3.0% | -5.6% | -4.0% |
| 6M | -0.6% | -3.8% | +3.1% | +0.3% |
| YTD | -5.0% | -8.3% | +3.3% | -2.4% |
| 1Y | -4.1% | -9.7% | +5.7% | -1.0% |
| 3Y | +33.6% | +17.2% | +16.4% | +17.1% |
| All | +28.4% | +24.9% | +3.5% | +3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling