+507.3%
MAR vs WEC
+195.2%
+312.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +1.0% | -0.5% | +1.6% | +1.1% |
| 30D | +16.2% | +12.0% | +4.2% | +14.6% |
| 3M | +23.1% | +11.1% | +12.0% | +21.4% |
| 6M | +22.0% | +6.0% | +16.0% | +21.0% |
| YTD | +39.2% | +14.3% | +24.9% | +36.7% |
| 1Y | +48.3% | +8.0% | +40.3% | +46.6% |
| 3Y | +123.4% | +62.8% | +60.5% | +110.0% |
| 5Y | +185.4% | +55.3% | +130.1% | +169.7% |
| All | +507.3% | +195.2% | +312.1% | +470.0% |
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