+40.2%
DUK vs WEC
+30.3%
+9.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.3% |
| 7D | -1.7% | -1.3% | -0.4% | -0.7% |
| 30D | -2.2% | -0.4% | -1.9% | -2.0% |
| 3M | -3.7% | -6.8% | +3.1% | +1.8% |
| 6M | -6.3% | -6.4% | 0.0% | -1.4% |
| YTD | +4.5% | +2.5% | +2.0% | +2.5% |
| 1Y | +1.8% | -0.4% | +2.2% | +2.0% |
| 3Y | +46.8% | +38.5% | +8.3% | +13.0% |
| 5Y | +40.2% | +31.7% | +8.6% | +12.3% |
| All | +40.2% | +30.3% | +9.9% | +12.3% |
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 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