+52.6%
GM vs WEC
+1.8%
+50.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | -1.4% | -1.3% | -0.1% | -1.5% |
| 3M | +5.9% | -3.9% | +9.8% | +5.4% |
| 6M | +12.4% | -8.3% | +20.7% | +12.0% |
| YTD | +8.6% | +3.1% | +5.6% | +9.4% |
| 1Y | +52.6% | +1.9% | +50.7% | +49.9% |
| All | +52.6% | +1.8% | +50.9% | +49.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling