+36.5%
XLB vs WEC
+34.9%
+1.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.3% |
| 7D | -0.2% | +0.8% | -1.1% | -0.5% |
| 30D | -1.7% | +0.3% | -2.1% | -2.0% |
| 3M | +4.4% | -2.9% | +7.3% | +5.3% |
| 6M | +5.0% | -5.9% | +10.9% | +7.0% |
| YTD | +15.5% | +4.1% | +11.3% | +13.4% |
| 1Y | +14.9% | +3.1% | +11.8% | +13.1% |
| 3Y | +34.5% | +40.8% | -6.2% | +16.7% |
| 5Y | +36.5% | +31.7% | +4.8% | +18.5% |
| All | +36.5% | +34.9% | +1.7% | +18.5% |
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