+640.9%
XLU vs WEC
+1,638.6%
-997.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.3% | -0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.3% |
| 30D | -0.4% | +0.9% | -1.3% | -1.1% |
| 3M | -1.7% | -5.3% | +3.6% | +2.1% |
| 6M | -7.1% | -6.6% | -0.5% | -2.6% |
| YTD | +1.9% | +3.3% | -1.3% | -0.5% |
| 1Y | +6.1% | +2.1% | +4.0% | +4.4% |
| 3Y | +48.8% | +39.6% | +9.2% | +16.2% |
| 5Y | +43.8% | +31.2% | +12.6% | +17.1% |
| 10Y | +143.2% | +148.4% | -5.3% | +24.7% |
| All | +640.9% | +1,638.6% | -997.7% | +9.7% |
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 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