+164.7%
XLB vs WEC
+195.2%
-30.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +5.3% | +11.0% | -5.7% | +1.5% |
| 3M | 0.0% | +8.6% | -8.6% | -3.0% |
| 6M | +1.2% | +6.2% | -4.9% | -1.2% |
| YTD | +16.9% | +14.3% | +2.6% | +11.1% |
| 1Y | +20.9% | +8.4% | +12.5% | +17.0% |
| 3Y | +43.3% | +62.9% | -19.5% | +18.6% |
| 5Y | +28.3% | +55.8% | -27.5% | +7.3% |
| All | +164.7% | +195.2% | -30.5% | +107.4% |
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