+124.8%
XRT vs WEC
+141.2%
-16.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | -6.9% | +0.9% | -7.8% | -7.2% |
| 3M | -0.4% | -5.3% | +4.9% | +0.8% |
| 6M | +2.2% | -6.6% | +8.8% | +3.8% |
| YTD | -0.7% | +3.3% | -3.9% | -1.8% |
| 1Y | -2.0% | +2.1% | -4.1% | -2.9% |
| 3Y | +41.0% | +39.6% | +1.4% | +27.9% |
| 5Y | -3.3% | +31.2% | -34.5% | -11.6% |
| 10Y | +124.8% | +148.4% | -23.6% | +101.3% |
| All | +124.8% | +141.2% | -16.3% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling