+0.1%
DOW vs WEC
+93.8%
-93.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.7% |
| 7D | +5.2% | +2.3% | +2.9% | +4.4% |
| 30D | +13.2% | +11.1% | +2.1% | +8.9% |
| 3M | +10.1% | +8.4% | +1.6% | +6.7% |
| 6M | -13.1% | +7.5% | -20.6% | -15.7% |
| YTD | +46.1% | +15.3% | +30.8% | +38.1% |
| 1Y | +50.0% | +9.7% | +40.3% | +44.3% |
| 3Y | -20.2% | +64.7% | -84.9% | -35.2% |
| 5Y | -27.7% | +57.3% | -84.9% | -41.0% |
| All | +0.1% | +93.8% | -93.7% | -7.2% |
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 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