-28.1%
DT vs WEC
+34.9%
-63.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.1% |
| 7D | -4.9% | +0.8% | -5.7% | -4.9% |
| 30D | +2.7% | +0.3% | +2.4% | +2.7% |
| 3M | +20.0% | -2.9% | +22.9% | +20.0% |
| 6M | +28.0% | -5.9% | +33.9% | +28.1% |
| YTD | +16.0% | +4.1% | +11.9% | +15.4% |
| 1Y | +0.7% | +3.1% | -2.4% | +0.2% |
| 3Y | +6.2% | +40.8% | -34.6% | +1.8% |
| 5Y | -28.1% | +31.7% | -59.8% | -29.2% |
| All | -28.1% | +34.9% | -63.0% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling