+213.6%
RF vs WEC
+195.5%
+18.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +1.9% | +1.5% | +0.4% | +1.5% |
| 30D | +7.3% | +10.2% | -2.8% | +4.3% |
| 3M | -7.9% | +7.6% | -15.5% | -9.9% |
| 6M | +10.5% | +6.6% | +3.9% | +8.3% |
| YTD | +9.6% | +14.4% | -4.8% | +5.1% |
| 1Y | +20.3% | +8.8% | +11.5% | +16.9% |
| 3Y | +119.5% | +63.3% | +56.2% | +88.7% |
| 5Y | +48.2% | +56.0% | -7.8% | +28.1% |
| All | +213.6% | +195.5% | +18.1% | +219.7% |
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