+164.5%
XLB vs WEC
+141.2%
+23.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -2.9% | +0.4% | -3.3% | -3.1% |
| 30D | -3.4% | +0.9% | -4.3% | -3.8% |
| 3M | +1.6% | -5.3% | +6.9% | +3.4% |
| 6M | +3.6% | -6.6% | +10.2% | +5.8% |
| YTD | +14.2% | +3.3% | +11.0% | +12.6% |
| 1Y | +15.6% | +2.1% | +13.5% | +14.2% |
| 3Y | +33.1% | +39.6% | -6.5% | +16.6% |
| 5Y | +35.0% | +31.2% | +3.9% | +20.1% |
| 10Y | +164.5% | +148.4% | +16.1% | +113.4% |
| All | +164.5% | +141.2% | +23.4% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling