+101.4%
XLP vs WEC
+141.2%
-39.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | -1.0% | -0.3% | -0.8% | -0.9% |
| 30D | -0.9% | -1.3% | +0.4% | -0.4% |
| 3M | +3.8% | -3.9% | +7.7% | +5.5% |
| 6M | -1.7% | -8.3% | +6.6% | +1.8% |
| YTD | +10.3% | +3.1% | +7.2% | +8.6% |
| 1Y | +7.8% | +1.9% | +5.9% | +6.5% |
| 3Y | +27.2% | +41.9% | -14.7% | +8.1% |
| 5Y | +32.5% | +30.8% | +1.7% | +15.6% |
| All | +101.4% | +141.2% | -39.9% | +37.1% |
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