+44.8%
XLP vs WEC
+64.2%
-19.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +2.5% | +2.3% | +0.2% | +1.6% |
| 30D | +7.3% | +11.1% | -3.8% | +2.9% |
| 3M | +8.1% | +8.4% | -0.4% | +4.6% |
| 6M | +10.5% | +7.5% | +3.0% | +7.2% |
| YTD | +21.2% | +15.3% | +5.8% | +14.4% |
| 1Y | +22.7% | +9.7% | +13.0% | +18.1% |
| 3Y | +44.8% | +64.7% | -19.9% | +23.0% |
| All | +44.8% | +64.2% | -19.4% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling