+218.0%
XLE vs WEC
+31.0%
+187.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -1.3% | +13.1% | +12.1% |
| 3M | +9.8% | -3.9% | +13.8% | +10.7% |
| 6M | +15.6% | -8.3% | +23.9% | +17.6% |
| YTD | +45.3% | +3.1% | +42.2% | +44.0% |
| 1Y | +48.3% | +1.9% | +46.4% | +47.2% |
| 3Y | +55.4% | +41.9% | +13.5% | +42.6% |
| All | +218.0% | +31.0% | +187.0% | +192.8% |
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