+15,692.2%
MA vs WEC
+1,041.4%
+14,650.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +3.2% | +3.2% | 0.0% | +1.7% |
| 30D | +15.9% | +14.7% | +1.3% | +8.6% |
| 3M | +15.2% | +10.2% | +4.9% | +9.8% |
| 6M | +32.4% | +4.5% | +27.9% | +29.3% |
| YTD | +15.6% | +15.1% | +0.5% | +7.1% |
| 1Y | +19.3% | +9.4% | +9.9% | +13.2% |
| 3Y | +73.0% | +56.9% | +16.1% | +35.6% |
| 5Y | +93.7% | +54.4% | +39.3% | +50.1% |
| 10Y | +575.0% | +183.5% | +391.5% | +252.8% |
| All | +15,692.2% | +1,041.4% | +14,650.7% | +3,197.3% |
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 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