+44.1%
IR vs WEC
+51.2%
-7.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.1% | +3.5% | +1.9% |
| 7D | +3.7% | -0.2% | +3.8% | +3.7% |
| 30D | +7.4% | +12.3% | -4.9% | +4.2% |
| 3M | -5.9% | +8.3% | -14.2% | -8.0% |
| 6M | +5.6% | +3.5% | +2.1% | +4.5% |
| YTD | +4.8% | +12.7% | -7.9% | +1.7% |
| 1Y | +6.9% | +8.2% | -1.2% | +4.8% |
| 3Y | +27.6% | +55.9% | -28.3% | +12.8% |
| All | +44.1% | +51.2% | -7.1% | +31.4% |
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