+145.1%
XRT vs WCC
+460.5%
-315.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +4.1% | -9.9% | +14.0% | +7.0% |
| 30D | +9.9% | -13.4% | +23.3% | +13.9% |
| 3M | +2.3% | -13.5% | +15.7% | +5.4% |
| 6M | +9.6% | -10.6% | +20.2% | +10.4% |
| YTD | +9.1% | +30.1% | -20.9% | -4.4% |
| 1Y | +16.2% | +22.3% | -6.1% | +3.8% |
| 3Y | +60.1% | +130.3% | -70.2% | +7.7% |
| 5Y | -0.5% | +144.5% | -145.0% | -37.7% |
| 10Y | +145.1% | +431.8% | -286.7% | +2.2% |
| All | +145.1% | +460.5% | -315.4% | +2.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling