+2,363.0%
D vs WEC
+4,404.6%
-2,041.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +2.4% | +1.4% | +1.0% | +1.4% |
| 30D | +10.9% | +12.8% | -1.9% | +2.1% |
| 3M | +2.8% | +11.2% | -8.4% | -4.5% |
| 6M | +12.7% | +6.6% | +6.1% | +7.7% |
| YTD | +20.3% | +13.8% | +6.5% | +9.9% |
| 1Y | +17.1% | +7.6% | +9.5% | +11.2% |
| 3Y | +75.1% | +62.2% | +12.9% | +26.3% |
| 5Y | +13.1% | +52.0% | -38.8% | -14.7% |
| 10Y | +48.3% | +189.4% | -141.1% | -25.6% |
| All | +2,363.0% | +4,404.6% | -2,041.5% | +200.0% |
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