+43.6%
XLE vs WEC
+6.8%
+36.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | -12.0% | -0.2% | -11.8% | -12.0% |
| 30D | -2.7% | +12.3% | -15.0% | -4.6% |
| 3M | +6.6% | +8.3% | -1.7% | +5.2% |
| 6M | +9.5% | +3.5% | +6.1% | +9.2% |
| YTD | +40.6% | +12.7% | +27.8% | +36.2% |
| 1Y | +43.6% | +8.2% | +35.4% | +39.9% |
| All | +43.6% | +6.8% | +36.8% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling