+528.0%
XRT vs WCC
+402.5%
+125.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.5% |
| 7D | +0.9% | -14.7% | +15.6% | +6.1% |
| 30D | +7.9% | -20.1% | +28.0% | +15.6% |
| 3M | -0.2% | -21.2% | +21.0% | +6.8% |
| 6M | +5.6% | -19.2% | +24.7% | +10.4% |
| YTD | +5.7% | +20.2% | -14.5% | -6.0% |
| 1Y | +14.6% | +14.5% | +0.1% | +3.6% |
| 3Y | +50.7% | +115.1% | -64.5% | +0.1% |
| 5Y | -4.8% | +121.5% | -126.3% | -40.7% |
| 10Y | +152.6% | +468.1% | -315.5% | -6.1% |
| All | +528.0% | +402.5% | +125.5% | +78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling