+37.7%
XLC vs WEC
+31.0%
+6.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +1.0% | -1.3% | +2.3% | +1.3% |
| 3M | -0.7% | -3.9% | +3.2% | -0.1% |
| 6M | -5.1% | -8.3% | +3.2% | -3.8% |
| YTD | -4.3% | +3.1% | -7.3% | -5.2% |
| 1Y | -0.6% | +1.9% | -2.5% | -1.3% |
| 3Y | +72.7% | +41.9% | +30.8% | +58.3% |
| All | +37.7% | +31.0% | +6.7% | +26.2% |
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 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