+4.5%
MCO vs WEC
-6.0%
+10.4%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.5% | -2.5% |
| 7D | -2.7% | +0.8% | -3.5% | -2.7% |
| 30D | +0.9% | +0.3% | +0.6% | +0.8% |
| 3M | +8.7% | -2.9% | +11.6% | +9.3% |
| All | +4.5% | -6.0% | +10.4% | +4.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling