+9.0%
LOW vs WEC
+31.8%
-22.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.2% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | -10.1% | +0.3% | -10.4% | -10.3% |
| 3M | -2.9% | -2.9% | +0.1% | -1.8% |
| 6M | -19.4% | -5.9% | -13.5% | -17.6% |
| YTD | -15.4% | +4.1% | -19.6% | -16.8% |
| 1Y | -24.9% | +3.1% | -28.1% | -26.1% |
| 3Y | -7.8% | +40.8% | -48.6% | -20.1% |
| All | +9.0% | +31.8% | -22.8% | -3.3% |
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 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