+561.3%
XLP vs WEC
+1,837.9%
-1,276.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +3.5% | +3.2% | +0.3% | +2.3% |
| 30D | +11.6% | +14.7% | -3.1% | +5.9% |
| 3M | +7.6% | +10.2% | -2.6% | +3.6% |
| 6M | +10.0% | +4.5% | +5.6% | +8.0% |
| YTD | +19.7% | +15.1% | +4.6% | +13.2% |
| 1Y | +23.5% | +9.4% | +14.1% | +19.0% |
| 3Y | +44.0% | +56.9% | -12.9% | +20.1% |
| 5Y | +42.7% | +54.4% | -11.7% | +18.8% |
| 10Y | +131.3% | +183.5% | -52.2% | +51.6% |
| All | +561.3% | +1,837.9% | -1,276.6% | +125.6% |
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