+3,168.2%
MAR vs WEC
+2,082.2%
+1,086.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +1.6% | +2.3% | -0.7% | +0.8% |
| 30D | +13.8% | +11.1% | +2.7% | +9.6% |
| 3M | +20.3% | +8.4% | +11.8% | +16.7% |
| 6M | +21.3% | +7.5% | +13.8% | +17.9% |
| YTD | +37.2% | +15.3% | +21.9% | +29.8% |
| 1Y | +48.4% | +9.7% | +38.7% | +42.9% |
| 3Y | +120.1% | +64.7% | +55.5% | +81.0% |
| 5Y | +182.1% | +57.3% | +124.8% | +131.8% |
| 10Y | +530.2% | +195.9% | +334.3% | +254.7% |
| All | +3,168.2% | +2,082.2% | +1,086.0% | +607.5% |
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