-42.9%
DT vs WEC
+53.8%
-96.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.6% |
| 7D | -24.7% | -0.2% | -24.5% | -24.7% |
| 30D | -27.4% | +12.3% | -39.7% | -27.2% |
| 3M | -11.1% | +8.3% | -19.4% | -11.0% |
| 6M | +13.7% | +3.5% | +10.2% | +13.9% |
| YTD | +0.2% | +12.7% | -12.5% | -0.1% |
| 1Y | -5.7% | +8.2% | -13.9% | -5.8% |
| 3Y | -8.1% | +55.9% | -64.0% | -12.0% |
| All | -42.9% | +53.8% | -96.6% | -42.0% |
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