+105.5%
B vs WEC
+56.3%
+49.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -7.3% | +2.3% | -9.6% | -8.2% |
| 30D | -3.3% | +11.1% | -14.4% | -7.5% |
| 3M | -7.8% | +8.4% | -16.2% | -11.0% |
| 6M | -15.5% | +7.5% | -23.1% | -18.5% |
| YTD | -12.3% | +15.3% | -27.6% | -18.1% |
| 1Y | +5.4% | +9.7% | -4.4% | +0.6% |
| 3Y | +165.5% | +64.7% | +100.9% | +104.5% |
| All | +105.5% | +56.3% | +49.2% | +69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling