+81.6%
GM vs WEC
+30.3%
+51.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | -1.1% | -1.3% | +0.2% | -0.8% |
| 30D | -3.4% | -0.4% | -3.0% | -3.4% |
| 3M | +8.7% | -6.8% | +15.5% | +10.4% |
| 6M | +15.4% | -6.4% | +21.8% | +16.9% |
| YTD | +6.6% | +2.5% | +4.1% | +5.2% |
| 1Y | +51.5% | -0.4% | +51.9% | +50.5% |
| 3Y | +169.3% | +38.5% | +130.8% | +137.8% |
| 5Y | +81.6% | +31.7% | +49.9% | +62.4% |
| All | +81.6% | +30.3% | +51.2% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling