+816.1%
XLB vs WEC
+1,797.8%
-981.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +6.1% | +12.3% | -6.2% | +0.7% |
| 3M | 0.0% | +8.3% | -8.2% | -3.6% |
| 6M | 0.0% | +3.5% | -3.5% | -1.9% |
| YTD | +16.0% | +12.7% | +3.3% | +9.4% |
| 1Y | +24.7% | +8.2% | +16.6% | +19.7% |
| 3Y | +40.4% | +55.9% | -15.5% | +13.0% |
| 5Y | +30.7% | +51.2% | -20.6% | +5.2% |
| 10Y | +173.3% | +177.6% | -4.3% | +55.6% |
| All | +816.1% | +1,797.8% | -981.7% | +101.2% |
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