+152.0%
GE vs WEC
+141.2%
+10.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.6% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -11.3% | +0.9% | -12.2% | -11.5% |
| 3M | -1.4% | -5.3% | +3.9% | 0.0% |
| 6M | +1.2% | -6.6% | +7.8% | +2.8% |
| YTD | +5.9% | +3.3% | +2.7% | +4.7% |
| 1Y | +18.4% | +2.1% | +16.3% | +17.2% |
| 3Y | +271.0% | +39.6% | +231.4% | +234.3% |
| 5Y | +417.9% | +31.2% | +386.8% | +371.2% |
| 10Y | +152.0% | +148.4% | +3.5% | +109.5% |
| All | +152.0% | +141.2% | +10.8% | +109.5% |
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