+325.3%
IR vs WEC
+157.8%
+167.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.4% |
| 3M | -5.9% | +8.3% | -14.2% | -7.8% |
| 6M | +5.6% | +3.5% | +2.1% | +4.5% |
| YTD | +4.8% | +12.7% | -7.9% | +1.8% |
| 1Y | +6.9% | +8.2% | -1.2% | +4.8% |
| 3Y | +27.6% | +55.9% | -28.3% | +13.6% |
| 5Y | +45.8% | +51.2% | -5.4% | +30.7% |
| All | +325.3% | +157.8% | +167.4% | +276.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling