+19.8%
XBI vs WEC
+30.3%
-10.5%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.5% |
| 7D | -4.6% | -1.3% | -3.3% | -4.3% |
| 30D | -0.8% | -0.4% | -0.4% | -0.8% |
| 3M | +21.8% | -6.8% | +28.6% | +23.5% |
| 6M | +23.2% | -6.4% | +29.6% | +24.6% |
| YTD | +28.7% | +2.5% | +26.3% | +27.5% |
| 1Y | +67.8% | -0.4% | +68.2% | +67.2% |
| 3Y | +100.6% | +38.5% | +62.1% | +82.4% |
| 5Y | +19.8% | +31.7% | -11.9% | +9.9% |
| All | +19.8% | +30.3% | -10.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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