+1,075.5%
XLI vs WEC
+1,841.9%
-766.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.8% |
| 7D | +3.8% | +2.3% | +1.4% | +2.8% |
| 30D | +1.0% | +11.1% | -10.0% | -3.4% |
| 3M | -8.9% | +8.4% | -17.4% | -12.1% |
| 6M | -2.3% | +7.5% | -9.8% | -5.6% |
| YTD | +9.7% | +15.3% | -5.7% | +2.8% |
| 1Y | +12.3% | +9.7% | +2.6% | +7.4% |
| 3Y | +71.5% | +64.7% | +6.8% | +36.3% |
| 5Y | +70.2% | +57.3% | +12.9% | +36.2% |
| 10Y | +227.5% | +195.9% | +31.6% | +89.0% |
| All | +1,075.5% | +1,841.9% | -766.4% | +201.3% |
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 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