+336.0%
IR vs WEC
+161.4%
+174.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.6% | +12.0% | -4.4% | +4.6% |
| 3M | +0.1% | +11.1% | -11.0% | -2.5% |
| 6M | +14.0% | +6.0% | +8.0% | +12.2% |
| YTD | +7.5% | +14.3% | -6.8% | +4.0% |
| 1Y | +10.1% | +8.0% | +2.1% | +8.0% |
| 3Y | +24.9% | +62.8% | -38.0% | +10.0% |
| 5Y | +46.9% | +55.3% | -8.4% | +30.8% |
| All | +336.0% | +161.4% | +174.6% | +284.9% |
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 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