+832.0%
XLB vs WEC
+1,816.5%
-984.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +0.5% | +1.4% | -0.9% | -0.1% |
| 30D | +6.9% | +12.8% | -5.9% | +1.3% |
| 3M | -0.2% | +11.2% | -11.4% | -5.0% |
| 6M | +3.3% | +6.6% | -3.3% | 0.0% |
| YTD | +18.0% | +13.8% | +4.2% | +10.8% |
| 1Y | +24.2% | +7.6% | +16.6% | +19.5% |
| 3Y | +44.7% | +62.2% | -17.5% | +14.4% |
| 5Y | +31.6% | +52.0% | -20.4% | +5.8% |
| 10Y | +164.2% | +189.4% | -25.2% | +47.6% |
| All | +832.0% | +1,816.5% | -984.5% | +103.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling