+154.5%
EWT vs WEC
+30.7%
+123.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +2.1% | +0.4% | +1.7% | +2.1% |
| 30D | +9.4% | +0.9% | +8.5% | +9.3% |
| 3M | +10.9% | -5.3% | +16.2% | +11.0% |
| 6M | +57.9% | -6.6% | +64.5% | +58.2% |
| YTD | +75.9% | +3.3% | +72.7% | +75.0% |
| 1Y | +89.7% | +2.1% | +87.6% | +88.7% |
| 3Y | +200.9% | +39.6% | +161.3% | +189.0% |
| 5Y | +154.5% | +31.2% | +123.3% | +137.9% |
| All | +154.5% | +30.7% | +123.8% | +137.9% |
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