+148.7%
XLK vs WEC
+30.6%
+118.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.2% | -0.6% | +0.8% | +0.2% |
| 30D | -0.6% | -2.6% | +2.0% | -0.5% |
| 3M | +2.6% | -6.0% | +8.6% | +2.9% |
| 6M | +34.0% | -5.4% | +39.4% | +34.2% |
| YTD | +30.7% | +2.5% | +28.2% | +29.5% |
| 1Y | +39.2% | -0.7% | +39.9% | +38.4% |
| 3Y | +120.4% | +38.7% | +81.7% | +104.3% |
| All | +148.7% | +30.6% | +118.1% | +135.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling