+284.9%
IR vs WEC
+138.2%
+146.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.4% |
| 30D | -13.6% | +0.3% | -14.0% | -13.7% |
| 3M | +3.7% | -2.9% | +6.6% | +4.4% |
| 6M | -13.1% | -5.9% | -7.1% | -11.8% |
| YTD | -5.1% | +4.1% | -9.3% | -6.0% |
| 1Y | -6.5% | +3.1% | -9.6% | -7.2% |
| 3Y | +8.5% | +40.8% | -32.3% | -0.9% |
| 5Y | +43.3% | +31.7% | +11.6% | +32.8% |
| All | +284.9% | +138.2% | +146.6% | +247.7% |
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