+22.0%
DIS vs WEC
+138.6%
-116.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.6% | -0.3% | -2.3% | -2.5% |
| 30D | +3.5% | -1.3% | +4.8% | +3.8% |
| 3M | +6.8% | -3.9% | +10.7% | +8.0% |
| 6M | +3.0% | -8.3% | +11.3% | +5.4% |
| YTD | -6.7% | +3.1% | -9.8% | -7.9% |
| 1Y | -10.1% | +1.9% | -12.0% | -11.0% |
| 3Y | +33.0% | +41.9% | -8.9% | +17.8% |
| 5Y | -40.0% | +30.8% | -70.8% | -45.9% |
| All | +22.0% | +138.6% | -116.6% | -0.5% |
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