+2,271.9%
D vs WEC
+3,978.4%
-1,706.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.9% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -3.6% | -1.3% | -2.3% | -2.8% |
| 3M | -1.0% | -3.9% | +2.9% | +1.6% |
| 6M | +6.3% | -8.3% | +14.6% | +12.7% |
| YTD | +14.7% | +3.1% | +11.6% | +12.2% |
| 1Y | +16.9% | +1.9% | +15.0% | +15.2% |
| 3Y | +56.8% | +41.9% | +14.9% | +23.9% |
| 5Y | +5.2% | +30.8% | -25.6% | -12.2% |
| 10Y | +35.9% | +141.9% | -106.1% | -23.3% |
| All | +2,271.9% | +3,978.4% | -1,706.5% | +209.3% |
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