+99.1%
DE vs WEC
+56.3%
+42.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.1% |
| 7D | +0.3% | +2.3% | -2.0% | -0.4% |
| 30D | +3.6% | +11.1% | -7.5% | +0.1% |
| 3M | +10.2% | +8.4% | +1.8% | +7.3% |
| 6M | +16.6% | +7.5% | +9.1% | +13.6% |
| YTD | +45.8% | +15.3% | +30.5% | +39.2% |
| 1Y | +43.9% | +9.7% | +34.2% | +39.4% |
| 3Y | +89.6% | +64.7% | +24.9% | +61.6% |
| All | +99.1% | +56.3% | +42.7% | +76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling