+237.1%
DIA vs WEC
+190.8%
+46.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | +1.3% | +12.0% | -10.7% | -2.5% |
| 3M | -2.1% | +11.1% | -13.1% | -5.6% |
| 6M | +6.2% | +6.0% | +0.3% | +3.9% |
| YTD | +10.3% | +14.3% | -3.9% | +4.9% |
| 1Y | +11.0% | +8.0% | +3.0% | +7.6% |
| 3Y | +60.4% | +62.8% | -2.5% | +33.1% |
| 5Y | +59.1% | +55.3% | +3.8% | +32.9% |
| 10Y | +237.1% | +193.2% | +43.9% | +154.2% |
| All | +237.1% | +190.8% | +46.3% | +154.2% |
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