+59.5%
DIA vs WEC
+62.9%
-3.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +0.9% | +1.4% | -0.5% | +0.7% |
| 30D | +1.1% | +12.8% | -11.7% | -0.9% |
| 3M | -2.9% | +11.2% | -14.1% | -4.6% |
| 6M | +5.9% | +6.6% | -0.7% | +4.6% |
| YTD | +9.8% | +13.8% | -4.1% | +7.0% |
| 1Y | +11.7% | +7.6% | +4.1% | +10.1% |
| 3Y | +59.5% | +62.2% | -2.7% | +45.2% |
| All | +59.5% | +62.9% | -3.4% | +45.2% |
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 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