-10.9%
DOW vs WEC
+73.5%
-84.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | -6.0% | +0.4% | -6.4% | -6.2% |
| 30D | -2.7% | +0.9% | -3.6% | -3.1% |
| 3M | -10.5% | -5.3% | -5.1% | -8.8% |
| 6M | -12.4% | -6.6% | -5.9% | -10.5% |
| YTD | +30.0% | +3.3% | +26.8% | +28.0% |
| 1Y | +27.8% | +2.1% | +25.7% | +26.1% |
| 3Y | -34.9% | +39.6% | -74.5% | -43.8% |
| 5Y | -35.9% | +31.2% | -67.0% | -43.9% |
| All | -10.9% | +73.5% | -84.4% | -13.9% |
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 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