+78.7%
PR vs WEC
+190.8%
-112.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.9% |
| 7D | -0.5% | -0.5% | +0.1% | -0.7% |
| 30D | -4.6% | +12.0% | -16.6% | 0.0% |
| 3M | +4.7% | +11.1% | -6.4% | +9.5% |
| 6M | +12.4% | +6.0% | +6.5% | +15.6% |
| YTD | +62.9% | +14.3% | +48.6% | +72.8% |
| 1Y | +70.6% | +8.0% | +62.6% | +76.7% |
| 3Y | +90.0% | +62.8% | +27.2% | +140.0% |
| 5Y | +255.5% | +55.3% | +200.2% | +345.1% |
| 10Y | +78.7% | +193.2% | -114.4% | +230.4% |
| All | +78.7% | +190.8% | -112.0% | +230.4% |
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