+62.2%
DIA vs WEC
+42.4%
+19.7%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -1.5% | -1.3% | -0.2% | -1.3% |
| 3M | +3.8% | -3.9% | +7.7% | +4.4% |
| 6M | +10.3% | -8.3% | +18.6% | +11.9% |
| YTD | +12.1% | +3.1% | +9.0% | +11.1% |
| 1Y | +18.6% | +1.9% | +16.7% | +17.7% |
| All | +62.2% | +42.4% | +19.7% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling