+1,024.7%
XLE vs WEC
+1,635.2%
-610.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +2.3% |
| 30D | +11.8% | -1.3% | +13.1% | +12.3% |
| 3M | +9.8% | -3.9% | +13.8% | +11.5% |
| 6M | +15.6% | -8.3% | +23.9% | +19.6% |
| YTD | +45.3% | +3.1% | +42.2% | +42.6% |
| 1Y | +48.3% | +1.9% | +46.4% | +46.0% |
| 3Y | +55.4% | +41.9% | +13.5% | +29.7% |
| 5Y | +216.1% | +30.8% | +185.3% | +168.2% |
| 10Y | +178.4% | +141.9% | +36.5% | +57.5% |
| All | +1,024.7% | +1,635.2% | -610.4% | +122.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling