+13.7%
O vs WEC
+34.9%
-21.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -1.0% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | -2.0% | +0.3% | -2.3% | -2.2% |
| 3M | +3.0% | -2.9% | +5.9% | +4.7% |
| 6M | -3.6% | -5.9% | +2.3% | -0.4% |
| YTD | +12.1% | +4.1% | +7.9% | +9.4% |
| 1Y | +8.9% | +3.1% | +5.8% | +6.7% |
| 3Y | +30.3% | +40.8% | -10.4% | +7.3% |
| 5Y | +13.7% | +31.7% | -18.0% | -0.6% |
| All | +13.7% | +34.9% | -21.2% | -0.6% |
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