-9.1%
LOW vs WEC
+40.3%
-49.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -0.8% |
| 7D | -0.6% | +0.4% | -1.0% | -0.8% |
| 30D | -9.3% | +0.9% | -10.2% | -9.7% |
| 3M | -8.1% | -5.3% | -2.7% | -6.2% |
| 6M | -19.8% | -6.6% | -13.2% | -17.8% |
| YTD | -16.4% | +3.3% | -19.6% | -17.3% |
| 1Y | -24.7% | +2.1% | -26.7% | -25.4% |
| All | -9.1% | +40.3% | -49.3% | -21.3% |
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