+87.8%
DT vs WEC
+75.1%
+12.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +3.1% | +2.3% | +0.8% | +2.9% |
| 30D | -29.5% | +11.1% | -40.6% | -30.4% |
| 3M | -11.7% | +8.4% | -20.2% | -12.6% |
| 6M | +29.0% | +7.5% | +21.5% | +27.7% |
| YTD | +3.4% | +15.3% | -12.0% | +1.0% |
| 1Y | -4.2% | +9.7% | -14.0% | -5.7% |
| 3Y | -12.8% | +64.7% | -77.5% | -20.9% |
| 5Y | -39.6% | +57.3% | -96.8% | -45.1% |
| All | +87.8% | +75.1% | +12.8% | +47.8% |
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