+170.5%
GM vs WEC
+39.2%
+131.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.4% | -0.6% | -1.9% | -2.4% |
| 30D | -1.1% | -2.6% | +1.5% | -0.8% |
| 3M | +6.1% | -6.0% | +12.2% | +7.0% |
| 6M | +15.0% | -5.4% | +20.4% | +15.7% |
| YTD | +6.0% | +2.5% | +3.5% | +4.8% |
| 1Y | +47.1% | -0.7% | +47.8% | +46.2% |
| 3Y | +170.5% | +38.7% | +131.8% | +135.9% |
| All | +170.5% | +39.2% | +131.3% | +135.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling