+124.8%
XRT vs WCC
+506.2%
-381.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -2.4% | +6.8% | -9.2% | -4.6% |
| 30D | -6.9% | -3.0% | -3.9% | -6.3% |
| 3M | -0.4% | +0.2% | -0.6% | -1.7% |
| 6M | +2.2% | +33.2% | -30.9% | -9.3% |
| YTD | -0.7% | +45.8% | -46.5% | -14.9% |
| 1Y | -2.0% | +68.4% | -70.4% | -20.8% |
| 3Y | +41.0% | +131.1% | -90.1% | -3.8% |
| 5Y | -3.3% | +225.6% | -228.9% | -44.2% |
| 10Y | +124.8% | +534.2% | -409.3% | -12.1% |
| All | +124.8% | +506.2% | -381.3% | -12.1% |
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