+166.9%
XLE vs WEC
+56.3%
+110.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +5.4% | +2.3% | +3.1% | +4.9% |
| 30D | -3.9% | +11.1% | -15.0% | -6.3% |
| 3M | +7.0% | +8.4% | -1.4% | +4.9% |
| 6M | +14.2% | +7.5% | +6.7% | +12.1% |
| YTD | +48.2% | +15.3% | +32.8% | +42.8% |
| 1Y | +47.7% | +9.7% | +38.0% | +44.0% |
| 3Y | +70.0% | +64.7% | +5.3% | +48.5% |
| All | +166.9% | +56.3% | +110.6% | +133.8% |
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