+1,129.1%
DIA vs WEC
+1,953.2%
-824.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | -1.5% | -1.3% | -0.2% | -1.1% |
| 3M | +3.8% | -3.9% | +7.7% | +5.2% |
| 6M | +10.3% | -8.3% | +18.6% | +13.7% |
| YTD | +12.1% | +3.1% | +9.0% | +10.2% |
| 1Y | +18.6% | +1.9% | +16.7% | +16.9% |
| 3Y | +60.6% | +41.9% | +18.7% | +36.9% |
| 5Y | +64.4% | +30.8% | +33.6% | +43.0% |
| 10Y | +250.1% | +141.9% | +108.2% | +126.2% |
| All | +1,129.1% | +1,953.2% | -824.1% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling