+126.0%
DUK vs WEC
+146.6%
-20.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -0.7% | -0.6% | -0.1% | -0.2% |
| 30D | -2.4% | -2.6% | +0.2% | -0.4% |
| 3M | -3.0% | -6.0% | +3.0% | +1.8% |
| 6M | -6.6% | -5.4% | -1.1% | -2.4% |
| YTD | +4.6% | +2.5% | +2.1% | +2.5% |
| 1Y | +1.2% | -0.7% | +1.9% | +1.7% |
| 3Y | +45.7% | +38.7% | +6.9% | +12.1% |
| 5Y | +40.3% | +31.7% | +8.6% | +11.9% |
| All | +126.0% | +146.6% | -20.5% | +5.1% |
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