+147.8%
PR vs WEC
+184.6%
-36.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.0% | -4.8% |
| 7D | -16.5% | +3.2% | -19.8% | -15.4% |
| 30D | -4.5% | +14.7% | -19.2% | +0.9% |
| 3M | +8.5% | +10.2% | -1.7% | +13.0% |
| 6M | -3.3% | +4.5% | -7.8% | -1.4% |
| YTD | +55.7% | +15.1% | +40.6% | +65.3% |
| 1Y | +82.0% | +9.4% | +72.6% | +89.2% |
| 3Y | +62.5% | +56.9% | +5.5% | +99.2% |
| 5Y | +223.9% | +54.4% | +169.5% | +299.7% |
| 10Y | +64.2% | +183.5% | -119.3% | +169.0% |
| All | +147.8% | +184.6% | -36.8% | +307.0% |
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