+139.9%
XLC vs WEC
+126.8%
+13.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.4% | +0.4% | -1.8% | -1.5% |
| 30D | -0.9% | +0.9% | -1.8% | -1.2% |
| 3M | -0.3% | -5.3% | +5.0% | +0.9% |
| 6M | -5.2% | -6.6% | +1.4% | -3.8% |
| YTD | -5.3% | +3.3% | -8.6% | -6.5% |
| 1Y | -2.8% | +2.1% | -4.9% | -3.8% |
| 3Y | +71.2% | +39.6% | +31.6% | +53.9% |
| 5Y | +37.6% | +31.2% | +6.4% | +24.9% |
| All | +139.9% | +126.8% | +13.1% | +113.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling