+2,761.7%
DUK vs WEC
+4,464.3%
-1,702.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.7% |
| 7D | +1.9% | +2.3% | -0.4% | +0.3% |
| 30D | +8.9% | +11.1% | -2.2% | +1.2% |
| 3M | +5.6% | +8.4% | -2.9% | -0.3% |
| 6M | +7.0% | +7.5% | -0.5% | +1.7% |
| YTD | +14.0% | +15.3% | -1.3% | +3.2% |
| 1Y | +9.1% | +9.7% | -0.6% | +2.2% |
| 3Y | +67.6% | +64.7% | +2.9% | +17.8% |
| 5Y | +56.6% | +57.3% | -0.7% | +13.5% |
| 10Y | +159.8% | +195.9% | -36.1% | +21.5% |
| All | +2,761.7% | +4,464.3% | -1,702.6% | +185.4% |
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