+512.8%
F vs WEC
+4,455.0%
-3,942.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +1.4% | +3.2% | -1.8% | +0.2% |
| 30D | +2.0% | +14.7% | -12.6% | -3.2% |
| 3M | -10.4% | +10.2% | -20.6% | -13.7% |
| 6M | +9.7% | +4.5% | +5.2% | +7.5% |
| YTD | -1.2% | +15.1% | -16.3% | -6.9% |
| 1Y | 0.0% | +9.4% | -9.4% | -4.0% |
| 3Y | +41.1% | +56.9% | -15.8% | +17.1% |
| 5Y | -11.4% | +54.4% | -65.9% | -26.6% |
| 10Y | +85.0% | +183.5% | -98.5% | +14.6% |
| All | +512.8% | +4,455.0% | -3,942.2% | +42.0% |
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