+239.8%
RF vs WEC
+186.5%
+53.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.3% | +1.4% | -1.0% | -0.1% |
| 30D | +6.2% | +12.8% | -6.6% | +2.5% |
| 3M | -7.8% | +11.2% | -19.1% | -10.7% |
| 6M | +5.9% | +6.6% | -0.7% | +3.8% |
| YTD | +9.0% | +13.8% | -4.8% | +4.7% |
| 1Y | +19.3% | +7.6% | +11.6% | +16.3% |
| 3Y | +116.4% | +62.2% | +54.2% | +86.6% |
| 5Y | +46.0% | +52.0% | -5.9% | +27.2% |
| 10Y | +239.8% | +189.4% | +50.4% | +253.5% |
| All | +239.8% | +186.5% | +53.3% | +253.5% |
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