+154.1%
MAR vs WEC
+30.7%
+123.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -4.7% | +0.9% | -5.6% | -4.8% |
| 3M | -15.6% | -5.3% | -10.3% | -15.0% |
| 6M | +1.2% | -6.6% | +7.8% | +2.1% |
| YTD | +7.5% | +3.3% | +4.2% | +6.8% |
| 1Y | +26.6% | +2.1% | +24.6% | +26.0% |
| 3Y | +66.0% | +39.6% | +26.4% | +57.8% |
| 5Y | +154.1% | +31.2% | +122.9% | +140.8% |
| All | +154.1% | +30.7% | +123.4% | +140.8% |
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