+29.0%
XLB vs WEC
+51.2%
-22.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | 0.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.1% | +12.3% | -6.2% | +1.8% |
| 3M | 0.0% | +8.3% | -8.2% | -2.9% |
| 6M | 0.0% | +3.5% | -3.5% | -1.5% |
| YTD | +16.0% | +12.7% | +3.3% | +10.6% |
| 1Y | +24.7% | +8.2% | +16.6% | +20.7% |
| 3Y | +40.4% | +55.9% | -15.5% | +16.6% |
| All | +29.0% | +51.2% | -22.2% | +8.3% |
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