+7,515.3%
EW vs WEC
+2,840.2%
+4,675.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.1% |
| 7D | +12.3% | +0.2% | +12.1% | +12.2% |
| 30D | +22.9% | +12.9% | +10.0% | +17.1% |
| 3M | +16.7% | +9.8% | +6.9% | +12.2% |
| 6M | +31.0% | +6.7% | +24.2% | +27.2% |
| YTD | +22.8% | +14.0% | +8.9% | +15.9% |
| 1Y | +25.6% | +7.3% | +18.2% | +21.3% |
| 3Y | +62.0% | +63.8% | -1.8% | +30.1% |
| 5Y | -12.8% | +54.8% | -67.5% | -29.1% |
| 10Y | +239.8% | +185.7% | +54.1% | +107.8% |
| All | +7,515.3% | +2,840.2% | +4,675.1% | +1,694.4% |
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