+44.9%
IR vs WEC
+56.3%
-11.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +2.5% | +2.3% | +0.2% | +1.9% |
| 30D | +9.2% | +11.1% | -1.9% | +6.2% |
| 3M | +0.9% | +8.4% | -7.5% | -1.2% |
| 6M | +19.2% | +7.5% | +11.7% | +16.9% |
| YTD | +7.5% | +15.3% | -7.9% | +3.7% |
| 1Y | +11.7% | +9.7% | +2.0% | +9.0% |
| 3Y | +23.9% | +64.7% | -40.8% | +7.6% |
| All | +44.9% | +56.3% | -11.5% | +31.8% |
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