+227.5%
LOW vs WEC
+146.6%
+81.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -0.6% | -3.2% | -3.5% |
| 30D | -8.9% | -2.6% | -6.2% | -8.0% |
| 3M | -10.4% | -6.0% | -4.4% | -8.4% |
| 6M | -19.4% | -5.4% | -14.0% | -17.8% |
| YTD | -17.1% | +2.5% | -19.6% | -18.0% |
| 1Y | -26.3% | -0.7% | -25.5% | -26.3% |
| 3Y | -9.9% | +38.7% | -48.6% | -21.0% |
| 5Y | +6.1% | +31.7% | -25.5% | -5.9% |
| All | +227.5% | +146.6% | +81.0% | +163.0% |
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 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