+50.5%
DOW vs WEC
+8.5%
+42.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +3.7% | -0.7% | +4.4% | +3.8% |
| 30D | +16.3% | +11.0% | +5.3% | +14.0% |
| 3M | +9.7% | +8.6% | +1.1% | +8.3% |
| 6M | -14.1% | +6.2% | -20.3% | -14.3% |
| YTD | +46.6% | +14.3% | +32.3% | +39.0% |
| All | +50.5% | +8.5% | +42.0% | +44.4% |
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