+415.1%
XLF vs WEC
+1,653.5%
-1,238.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.9% |
| 7D | +0.2% | +0.8% | -0.6% | -0.2% |
| 30D | -0.5% | +0.3% | -0.9% | -0.8% |
| 3M | +10.6% | -2.9% | +13.6% | +12.0% |
| 6M | +14.3% | -5.9% | +20.2% | +17.1% |
| YTD | +5.5% | +4.1% | +1.4% | +2.7% |
| 1Y | +9.6% | +3.1% | +6.4% | +7.0% |
| 3Y | +75.2% | +40.8% | +34.4% | +44.9% |
| 5Y | +65.5% | +31.7% | +33.8% | +38.9% |
| 10Y | +246.4% | +141.1% | +105.3% | +96.3% |
| All | +415.1% | +1,653.5% | -1,238.4% | -5.6% |
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