-12.0%
DT vs WEC
+58.8%
-70.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -1.0% |
| 7D | -24.7% | -0.2% | -24.5% | -24.7% |
| 30D | -27.4% | +12.3% | -39.7% | -25.6% |
| 3M | -11.1% | +8.3% | -19.4% | -9.6% |
| 6M | +13.7% | +3.5% | +10.2% | +15.0% |
| YTD | +0.2% | +12.7% | -12.5% | +2.2% |
| 1Y | -5.7% | +8.2% | -13.9% | -4.0% |
| All | -12.0% | +58.8% | -70.7% | -11.3% |
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