+248.8%
XLF vs WEC
+146.6%
+102.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.5% | -0.6% | -0.9% | -1.3% |
| 30D | -1.2% | -2.6% | +1.5% | -0.3% |
| 3M | +9.2% | -6.0% | +15.2% | +11.3% |
| 6M | +16.3% | -5.4% | +21.7% | +18.1% |
| YTD | +5.4% | +2.5% | +3.0% | +4.1% |
| 1Y | +7.6% | -0.7% | +8.3% | +7.2% |
| 3Y | +74.2% | +38.7% | +35.5% | +53.9% |
| 5Y | +66.1% | +31.7% | +34.5% | +48.1% |
| All | +248.8% | +146.6% | +102.3% | +216.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling