+14,227.5%
COST vs WEC
+4,464.3%
+9,763.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.0% |
| 7D | +5.0% | +2.3% | +2.7% | +4.2% |
| 30D | +12.8% | +11.1% | +1.8% | +8.8% |
| 3M | +15.2% | +8.4% | +6.7% | +12.0% |
| 6M | +7.4% | +7.5% | -0.1% | +4.6% |
| YTD | +29.0% | +15.3% | +13.7% | +22.5% |
| 1Y | +20.3% | +9.7% | +10.6% | +16.2% |
| 3Y | +99.0% | +64.7% | +34.3% | +64.9% |
| 5Y | +125.7% | +57.3% | +68.4% | +88.9% |
| 10Y | +775.3% | +195.9% | +579.5% | +464.6% |
| All | +14,227.5% | +4,464.3% | +9,763.2% | +3,107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling