+113.6%
C vs WEC
+56.3%
+57.3%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.3% |
| 7D | +4.2% | +2.3% | +1.8% | +3.6% |
| 30D | +2.0% | +11.1% | -9.1% | -0.6% |
| 3M | -10.1% | +8.4% | -18.6% | -11.9% |
| 6M | +1.0% | +7.5% | -6.5% | -1.0% |
| YTD | +8.5% | +15.3% | -6.9% | +3.9% |
| 1Y | +25.7% | +9.7% | +16.0% | +22.2% |
| 3Y | +216.0% | +64.7% | +151.3% | +168.2% |
| All | +113.6% | +56.3% | +57.3% | +89.7% |
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 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