+29.2%
DOW vs WEC
+1.8%
+27.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +0.4% | -1.3% | +1.7% | +0.6% |
| 3M | -14.4% | -3.9% | -10.5% | -13.5% |
| 6M | -7.0% | -8.3% | +1.3% | -5.3% |
| YTD | +30.2% | +3.1% | +27.1% | +30.6% |
| 1Y | +29.2% | +1.9% | +27.3% | +28.0% |
| All | +29.2% | +1.8% | +27.4% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling