+69.0%
F vs WEC
+190.8%
-121.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | +3.3% | +12.0% | -8.7% | -0.4% |
| 3M | -11.3% | +11.1% | -22.4% | -14.4% |
| 6M | +5.3% | +6.0% | -0.7% | +3.0% |
| YTD | -2.2% | +14.3% | -16.5% | -6.9% |
| 1Y | -3.5% | +8.0% | -11.5% | -6.4% |
| 3Y | +49.5% | +62.8% | -13.3% | +25.6% |
| 5Y | -13.5% | +55.3% | -68.8% | -26.2% |
| 10Y | +69.0% | +193.2% | -124.1% | +42.8% |
| All | +69.0% | +190.8% | -121.8% | +42.8% |
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