-0.7%
XRT vs WCC
+229.6%
-230.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.5% | -4.6% | -3.0% |
| 7D | -0.3% | +8.5% | -8.7% | -2.9% |
| 30D | -5.6% | -1.0% | -4.7% | -5.6% |
| 3M | +2.5% | +2.1% | +0.4% | +0.6% |
| 6M | +3.7% | +36.8% | -33.2% | -8.9% |
| YTD | +1.0% | +47.7% | -46.8% | -14.0% |
| 1Y | -1.2% | +66.5% | -67.7% | -20.1% |
| 3Y | +43.4% | +134.2% | -90.8% | -4.5% |
| 5Y | -0.7% | +231.6% | -232.4% | -48.3% |
| All | -0.7% | +229.6% | -230.4% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling