-10.8%
DOW vs WEC
+73.2%
-84.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | +0.4% | -1.3% | +1.7% | +0.7% |
| 3M | -14.4% | -3.9% | -10.5% | -13.3% |
| 6M | -7.0% | -8.3% | +1.3% | -4.3% |
| YTD | +30.2% | +3.1% | +27.1% | +28.3% |
| 1Y | +29.2% | +1.9% | +27.3% | +27.6% |
| 3Y | -36.7% | +41.9% | -78.6% | -45.7% |
| 5Y | -37.7% | +30.8% | -68.5% | -45.5% |
| All | -10.8% | +73.2% | -84.0% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling