+1,117.4%
XLI vs WEC
+1,635.2%
-517.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -1.1% | -0.3% | -0.8% | -0.9% |
| 30D | -5.9% | -1.3% | -4.7% | -5.5% |
| 3M | -0.3% | -3.9% | +3.7% | +1.2% |
| 6M | +0.1% | -8.3% | +8.4% | +3.4% |
| YTD | +13.6% | +3.1% | +10.5% | +11.7% |
| 1Y | +17.2% | +1.9% | +15.3% | +15.5% |
| 3Y | +68.2% | +41.9% | +26.3% | +42.3% |
| 5Y | +80.7% | +30.8% | +49.9% | +56.4% |
| 10Y | +253.3% | +141.9% | +111.3% | +122.4% |
| All | +1,117.4% | +1,635.2% | -517.7% | +227.5% |
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