+2,502.2%
EXC vs WEC
+4,455.0%
-1,952.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.4% | +3.2% | -1.9% | -0.9% |
| 30D | +11.6% | +14.7% | -3.0% | +1.2% |
| 3M | +2.7% | +10.2% | -7.6% | -4.3% |
| 6M | +2.7% | +4.5% | -1.8% | -0.4% |
| YTD | +9.7% | +15.1% | -5.4% | -0.9% |
| 1Y | +4.5% | +9.4% | -4.9% | -2.0% |
| 3Y | +28.5% | +56.9% | -28.4% | -7.0% |
| 5Y | +43.9% | +54.4% | -10.5% | +5.2% |
| 10Y | +183.7% | +183.5% | +0.3% | +33.5% |
| All | +2,502.2% | +4,455.0% | -1,952.9% | +123.2% |
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