+449.6%
P vs WEC
+222.2%
+227.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | +0.2% | -16.6% | -16.4% |
| 7D | -31.9% | +3.2% | -35.1% | -32.1% |
| 30D | -36.5% | +14.7% | -51.2% | -37.2% |
| 3M | +11.6% | +10.2% | +1.3% | +10.7% |
| 6M | +25.2% | +4.5% | +20.7% | +24.7% |
| YTD | +39.4% | +15.1% | +24.3% | +37.5% |
| 1Y | -3.7% | +9.4% | -13.1% | -4.6% |
| 3Y | +167.3% | +56.9% | +110.4% | +150.6% |
| 5Y | +237.3% | +54.4% | +182.9% | +213.3% |
| 10Y | +698.6% | +183.5% | +515.1% | +596.0% |
| All | +449.6% | +222.2% | +227.5% | +351.7% |
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 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