+181.9%
FANG vs WEC
+146.6%
+35.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.9% | -0.6% | +3.5% | +2.9% |
| 30D | +2.6% | -2.6% | +5.2% | +2.7% |
| 3M | +7.6% | -6.0% | +13.6% | +7.9% |
| 6M | +17.3% | -5.4% | +22.7% | +17.6% |
| YTD | +38.7% | +2.5% | +36.2% | +38.5% |
| 1Y | +51.6% | -0.7% | +52.4% | +51.6% |
| 3Y | +50.0% | +38.7% | +11.2% | +47.4% |
| 5Y | +237.6% | +31.7% | +205.9% | +232.7% |
| All | +181.9% | +146.6% | +35.4% | +229.7% |
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