+273.8%
RF vs WEC
+182.1%
+91.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | +3.2% | -4.8% | -2.5% |
| 30D | +5.0% | +14.7% | -9.6% | +1.1% |
| 3M | -10.0% | +10.2% | -20.2% | -12.5% |
| 6M | +3.3% | +4.5% | -1.1% | +1.9% |
| YTD | +7.9% | +15.1% | -7.2% | +3.4% |
| 1Y | +21.2% | +9.4% | +11.8% | +17.8% |
| 3Y | +105.8% | +56.9% | +48.9% | +79.8% |
| 5Y | +43.7% | +54.4% | -10.7% | +25.2% |
| All | +273.8% | +182.1% | +91.7% | +301.3% |
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