+118.7%
EWT vs WEC
+54.9%
+63.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +13.2% | -0.7% | +13.9% | +13.2% |
| 30D | -14.3% | +11.0% | -25.3% | -14.5% |
| 3M | -8.4% | +8.6% | -17.0% | -8.6% |
| 6M | +3.7% | +6.2% | -2.5% | +3.5% |
| YTD | +53.1% | +14.3% | +38.8% | +51.8% |
| 1Y | +55.5% | +8.4% | +47.1% | +54.8% |
| 3Y | +155.6% | +62.9% | +92.8% | +141.6% |
| All | +118.7% | +54.9% | +63.8% | +108.6% |
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