+79.8%
F vs WEC
+176.2%
-96.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +2.6% | +12.3% | -9.7% | -1.1% |
| 3M | -8.8% | +8.3% | -17.1% | -11.2% |
| 6M | +4.6% | +3.5% | +1.2% | +3.2% |
| YTD | -1.9% | +12.7% | -14.6% | -6.1% |
| 1Y | -0.8% | +8.2% | -8.9% | -3.8% |
| 3Y | +43.5% | +55.9% | -12.4% | +22.6% |
| 5Y | -12.1% | +51.2% | -63.3% | -24.2% |
| All | +79.8% | +176.2% | -96.4% | +55.2% |
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 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