+594.1%
EWT vs WEC
+2,307.4%
-1,713.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.1% |
| 7D | +4.0% | -0.3% | +4.2% | +4.1% |
| 30D | +10.3% | -1.3% | +11.6% | +10.7% |
| 3M | +6.1% | -3.9% | +10.0% | +7.1% |
| 6M | +56.6% | -8.3% | +64.9% | +60.4% |
| YTD | +76.6% | +3.1% | +73.5% | +73.5% |
| 1Y | +97.9% | +1.9% | +95.9% | +94.8% |
| 3Y | +198.0% | +41.9% | +156.1% | +156.1% |
| 5Y | +151.8% | +30.8% | +121.0% | +118.7% |
| 10Y | +514.1% | +141.9% | +372.2% | +272.5% |
| All | +594.1% | +2,307.4% | -1,713.3% | +83.3% |
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