+141.4%
XLC vs WEC
+128.7%
+12.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.7% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | +0.2% | +0.3% | -0.1% | +0.1% |
| 3M | +0.6% | -2.9% | +3.6% | +1.3% |
| 6M | -4.5% | -5.9% | +1.4% | -3.3% |
| YTD | -4.7% | +4.1% | -8.9% | -6.1% |
| 1Y | -1.7% | +3.1% | -4.8% | -2.9% |
| 3Y | +72.3% | +40.8% | +31.5% | +54.5% |
| 5Y | +37.8% | +31.7% | +6.1% | +25.0% |
| All | +141.4% | +128.7% | +12.6% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling