+25.8%
IR vs WEC
+57.1%
-31.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -2.9% | -2.8% |
| 7D | +2.3% | +3.2% | -0.9% | +1.9% |
| 30D | +3.3% | +14.7% | -11.3% | +1.5% |
| 3M | -9.0% | +10.2% | -19.3% | -10.2% |
| 6M | +8.0% | +4.5% | +3.5% | +7.4% |
| YTD | +3.4% | +15.1% | -11.7% | +2.5% |
| 1Y | +4.5% | +9.4% | -4.9% | +3.7% |
| All | +25.8% | +57.1% | -31.3% | +29.0% |
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