+854.6%
DE vs WEC
+146.6%
+708.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -2.4% | -1.3% | -1.1% | -2.0% |
| 30D | +9.7% | -0.4% | +10.1% | +9.7% |
| 3M | +21.4% | -6.8% | +28.2% | +23.8% |
| 6M | +15.0% | -6.4% | +21.4% | +17.1% |
| YTD | +46.4% | +2.5% | +43.9% | +45.2% |
| 1Y | +45.6% | -0.4% | +46.0% | +45.4% |
| 3Y | +76.8% | +38.5% | +38.2% | +59.2% |
| 5Y | +99.4% | +31.7% | +67.7% | +80.6% |
| All | +854.6% | +146.6% | +708.0% | +748.2% |
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