+267.6%
PM vs WEC
+195.2%
+72.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -7.1% | -0.5% | -6.5% | -6.9% |
| 30D | -2.8% | +12.0% | -14.8% | -7.2% |
| 3M | +6.3% | +11.1% | -4.7% | +1.8% |
| 6M | +9.6% | +6.0% | +3.7% | +7.0% |
| YTD | +25.6% | +14.3% | +11.3% | +18.9% |
| 1Y | +29.7% | +8.0% | +21.7% | +25.5% |
| 3Y | +147.6% | +62.8% | +84.7% | +102.5% |
| 5Y | +160.1% | +55.3% | +104.8% | +114.2% |
| All | +267.6% | +195.2% | +72.4% | +123.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling