+73.6%
XLF vs WEC
+40.3%
+33.4%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -1.3% | +0.9% | -2.2% | -1.5% |
| 3M | +9.1% | -5.3% | +14.5% | +10.5% |
| 6M | +14.4% | -6.6% | +20.9% | +16.1% |
| YTD | +5.1% | +3.3% | +1.8% | +3.5% |
| 1Y | +8.6% | +2.1% | +6.6% | +7.2% |
| All | +73.6% | +40.3% | +33.4% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling