+39.5%
XLC vs WEC
+55.5%
-15.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.3% | +2.3% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | -2.7% | +12.9% | -15.7% | -4.9% |
| 3M | -3.2% | +9.8% | -13.0% | -4.9% |
| 6M | -7.7% | +6.7% | -14.4% | -8.9% |
| YTD | -8.0% | +14.0% | -21.9% | -10.5% |
| 1Y | -3.1% | +7.3% | -10.4% | -4.6% |
| 3Y | +64.9% | +63.8% | +1.1% | +45.9% |
| 5Y | +39.5% | +54.8% | -15.2% | +24.3% |
| All | +39.5% | +55.5% | -15.9% | +24.3% |
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