+24.0%
NDAQ vs WEC
+8.3%
+15.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +16.2% | +11.0% | +5.3% | +15.6% |
| 3M | +14.0% | +8.6% | +5.4% | +13.2% |
| 6M | +22.3% | +6.2% | +16.1% | +21.7% |
| YTD | +13.0% | +14.3% | -1.3% | +14.5% |
| 1Y | +24.0% | +8.4% | +15.6% | +28.2% |
| All | +24.0% | +8.3% | +15.7% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling