+81.2%
EWZ vs WEC
+138.6%
-57.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | +4.8% | -1.3% | +6.1% | +5.2% |
| 3M | +9.9% | -3.9% | +13.8% | +11.0% |
| 6M | +1.9% | -8.3% | +10.3% | +4.5% |
| YTD | +20.3% | +3.1% | +17.2% | +18.6% |
| 1Y | +35.6% | +1.9% | +33.7% | +34.0% |
| 3Y | +43.4% | +41.9% | +1.5% | +25.3% |
| 5Y | +55.9% | +30.8% | +25.2% | +38.5% |
| All | +81.2% | +138.6% | -57.4% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling