+169.5%
PR vs WEC
+154.8%
+14.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.9% |
| 7D | +2.9% | -0.3% | +3.2% | +2.8% |
| 30D | +18.0% | -1.3% | +19.3% | +17.5% |
| 3M | +16.9% | -3.9% | +20.8% | +15.2% |
| 6M | +28.2% | -8.3% | +36.5% | +24.1% |
| YTD | +69.3% | +3.1% | +66.3% | +71.9% |
| 1Y | +69.5% | +1.9% | +67.6% | +71.5% |
| 3Y | +81.7% | +41.9% | +39.8% | +114.0% |
| 5Y | +422.2% | +30.8% | +391.5% | +494.4% |
| 10Y | +110.4% | +141.9% | -31.6% | +230.0% |
| All | +169.5% | +154.8% | +14.6% | +323.4% |
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 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