-34.6%
DOW vs WEC
+42.2%
-76.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.2% |
| 7D | -2.9% | +0.8% | -3.7% | -3.1% |
| 30D | +2.0% | +0.3% | +1.6% | +1.8% |
| 3M | -12.5% | -2.9% | -9.6% | -12.0% |
| 6M | -9.2% | -5.9% | -3.3% | -8.0% |
| YTD | +30.8% | +4.1% | +26.6% | +29.3% |
| 1Y | +29.4% | +3.1% | +26.3% | +27.8% |
| 3Y | -34.6% | +40.8% | -75.3% | -42.1% |
| All | -34.6% | +42.2% | -76.8% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling