+45.8%
XRT vs WEC
+42.4%
+3.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | -4.2% | -1.3% | -2.9% | -4.0% |
| 3M | +5.1% | -3.9% | +9.0% | +5.8% |
| 6M | +2.4% | -8.3% | +10.7% | +4.2% |
| YTD | +3.2% | +3.1% | +0.1% | +2.1% |
| 1Y | +1.5% | +1.9% | -0.4% | +0.7% |
| All | +45.8% | +42.4% | +3.3% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling