+891.0%
XLV vs WEC
+1,625.5%
-734.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -4.4% | -1.3% | -3.1% | -4.0% |
| 30D | -1.4% | -0.4% | -1.0% | -1.4% |
| 3M | +8.9% | -6.8% | +15.6% | +11.6% |
| 6M | +9.1% | -6.4% | +15.5% | +11.5% |
| YTD | +7.9% | +2.5% | +5.4% | +6.7% |
| 1Y | +22.7% | -0.4% | +23.1% | +22.4% |
| 3Y | +31.9% | +38.5% | -6.6% | +15.5% |
| 5Y | +34.9% | +31.7% | +3.2% | +19.2% |
| 10Y | +173.9% | +146.6% | +27.3% | +86.4% |
| All | +891.0% | +1,625.5% | -734.5% | +253.2% |
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