+112.2%
DT vs WEC
+56.8%
+55.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.5% | +0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | +0.1% | +0.9% | -0.8% | -0.1% |
| 3M | +24.1% | -5.3% | +29.4% | +24.9% |
| 6M | +30.1% | -6.6% | +36.7% | +31.0% |
| YTD | +16.8% | +3.3% | +13.5% | +15.6% |
| 1Y | -0.1% | +2.1% | -2.2% | -1.0% |
| 3Y | +6.8% | +39.6% | -32.7% | -0.7% |
| 5Y | -28.4% | +31.2% | -59.5% | -33.0% |
| All | +112.2% | +56.8% | +55.4% | +69.2% |
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