+124.6%
XLP vs WEC
+176.2%
-51.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.4% |
| 7D | +0.7% | -0.2% | +0.9% | +0.8% |
| 30D | +10.3% | +12.3% | -2.0% | +4.9% |
| 3M | +6.5% | +8.3% | -1.7% | +2.9% |
| 6M | +8.4% | +3.5% | +4.9% | +6.6% |
| YTD | +18.2% | +12.7% | +5.5% | +12.0% |
| 1Y | +22.4% | +8.2% | +14.3% | +18.0% |
| 3Y | +41.9% | +55.9% | -14.0% | +16.0% |
| 5Y | +40.9% | +51.2% | -10.4% | +15.4% |
| All | +124.6% | +176.2% | -51.6% | +44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling