+3.6%
XLY vs WEC
+9.7%
-6.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.3% | +1.9% | +4.2% |
| 7D | +6.1% | +6.9% | -0.8% | +6.2% |
| 30D | +10.8% | +16.6% | -5.8% | +11.4% |
| 3M | +3.6% | +9.1% | -5.4% | +3.7% |
| 6M | +4.4% | +3.2% | +1.2% | +4.1% |
| YTD | +3.1% | +14.9% | -11.8% | +3.0% |
| 1Y | +3.6% | +9.2% | -5.6% | +4.4% |
| All | +3.6% | +9.7% | -6.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling