+195.2%
WEC vs XHB
+234.8%
-39.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +11.0% | +7.1% | +3.9% | +9.2% |
| 3M | +8.6% | -6.0% | +14.6% | +10.0% |
| 6M | +6.2% | +2.1% | +4.1% | +5.2% |
| YTD | +14.3% | -0.6% | +14.9% | +13.5% |
| 1Y | +8.4% | -3.3% | +11.7% | +8.2% |
| 3Y | +62.9% | +34.1% | +28.8% | +46.3% |
| 5Y | +55.8% | +28.6% | +27.2% | +38.9% |
| All | +195.2% | +234.8% | -39.7% | +88.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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