+763.1%
PM vs WEC
+798.9%
-35.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.6% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -3.4% | -1.3% | -2.1% | -2.8% |
| 3M | +5.2% | -3.9% | +9.1% | +7.1% |
| 6M | +3.7% | -8.3% | +12.0% | +7.9% |
| YTD | +15.8% | +3.1% | +12.7% | +14.0% |
| 1Y | +17.4% | +1.9% | +15.4% | +16.1% |
| 3Y | +116.9% | +41.9% | +75.0% | +82.4% |
| 5Y | +117.3% | +30.8% | +86.5% | +86.9% |
| 10Y | +193.8% | +141.9% | +51.8% | +73.6% |
| All | +763.1% | +798.9% | -35.8% | +122.8% |
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