+122.8%
DAL vs WEC
+176.2%
-53.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.7% |
| 7D | +8.8% | -0.2% | +9.0% | +8.9% |
| 30D | +5.4% | +12.3% | -6.9% | +2.3% |
| 3M | -4.9% | +8.3% | -13.2% | -6.9% |
| 6M | +19.8% | +3.5% | +16.4% | +18.6% |
| YTD | +27.0% | +12.7% | +14.3% | +22.6% |
| 1Y | +52.5% | +8.2% | +44.3% | +48.7% |
| 3Y | +173.8% | +55.9% | +118.0% | +139.3% |
| 5Y | +104.5% | +51.2% | +53.3% | +77.9% |
| All | +122.8% | +176.2% | -53.4% | +88.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling