+415.3%
PR vs WEC
+31.0%
+384.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +18.0% | -1.3% | +19.3% | +18.1% |
| 3M | +16.9% | -3.9% | +20.8% | +17.3% |
| 6M | +28.2% | -8.3% | +36.5% | +29.2% |
| YTD | +69.3% | +3.1% | +66.3% | +68.6% |
| 1Y | +69.5% | +1.9% | +67.6% | +68.8% |
| 3Y | +81.7% | +41.9% | +39.8% | +71.9% |
| All | +415.3% | +31.0% | +384.3% | +407.1% |
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