+2,666.5%
NDAQ vs WEC
+1,841.0%
+825.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +2.9% | +1.4% | +1.5% | +2.1% |
| 30D | +17.5% | +12.8% | +4.7% | +10.1% |
| 3M | +15.4% | +11.2% | +4.2% | +8.9% |
| 6M | +24.6% | +6.6% | +18.0% | +19.8% |
| YTD | +14.4% | +13.8% | +0.6% | +5.6% |
| 1Y | +26.9% | +7.6% | +19.3% | +20.7% |
| 3Y | +119.8% | +62.2% | +57.6% | +63.8% |
| 5Y | +70.5% | +52.0% | +18.5% | +29.0% |
| 10Y | +475.8% | +189.4% | +286.4% | +184.3% |
| All | +2,666.5% | +1,841.0% | +825.5% | +343.8% |
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 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