+193.4%
B vs WEC
+143.0%
+50.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.8% |
| 7D | +2.3% | +0.8% | +1.5% | +2.0% |
| 30D | +1.4% | +0.3% | +1.0% | +1.1% |
| 3M | +12.2% | -2.9% | +15.1% | +13.1% |
| 6M | -2.1% | -5.9% | +3.8% | -0.4% |
| YTD | +2.9% | +4.1% | -1.2% | +1.0% |
| 1Y | +55.3% | +3.1% | +52.2% | +52.5% |
| 3Y | +198.7% | +40.8% | +157.9% | +160.1% |
| 5Y | +153.8% | +31.7% | +122.1% | +125.3% |
| 10Y | +193.4% | +141.1% | +52.3% | +96.8% |
| All | +193.4% | +143.0% | +50.4% | +96.8% |
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