+117.6%
DT vs WEC
+56.4%
+61.2%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -3.3% | -0.3% | -3.0% | -3.3% |
| 30D | +2.0% | -1.3% | +3.3% | +2.2% |
| 3M | +20.0% | -3.9% | +23.9% | +20.5% |
| 6M | +39.3% | -8.3% | +47.6% | +40.6% |
| YTD | +19.8% | +3.1% | +16.7% | +18.6% |
| 1Y | +4.3% | +1.9% | +2.3% | +3.4% |
| 3Y | +7.7% | +41.9% | -34.2% | -0.2% |
| 5Y | -26.8% | +30.8% | -57.6% | -31.5% |
| All | +117.6% | +56.4% | +61.2% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling