+50.7%
XRT vs WCC
+110.7%
-60.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.2% |
| 7D | +0.9% | -14.7% | +15.6% | +4.2% |
| 30D | +7.9% | -20.1% | +28.0% | +12.9% |
| 3M | -0.2% | -21.2% | +21.0% | +4.4% |
| 6M | +5.6% | -19.2% | +24.7% | +8.8% |
| YTD | +5.7% | +20.2% | -14.5% | -3.9% |
| 1Y | +14.6% | +14.5% | +0.1% | +5.5% |
| 3Y | +50.7% | +115.1% | -64.5% | -4.9% |
| All | +50.7% | +110.7% | -60.0% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling