+2,541.1%
DUK vs WEC
+3,978.4%
-1,437.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | 0.0% | -0.3% | +0.2% | +0.2% |
| 30D | -1.7% | -1.3% | -0.4% | -0.8% |
| 3M | -0.4% | -3.9% | +3.5% | +2.4% |
| 6M | -7.2% | -8.3% | +1.1% | -1.4% |
| YTD | +5.3% | +3.1% | +2.2% | +3.1% |
| 1Y | +3.0% | +1.9% | +1.0% | +1.5% |
| 3Y | +53.1% | +41.9% | +11.1% | +19.4% |
| 5Y | +37.9% | +30.8% | +7.1% | +13.6% |
| 10Y | +124.8% | +141.9% | -17.1% | +20.7% |
| All | +2,541.1% | +3,978.4% | -1,437.3% | +185.1% |
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 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