+1,407.5%
RF vs WEC
+4,455.0%
-3,047.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -1.6% | +3.2% | -4.8% | -2.9% |
| 30D | +5.0% | +14.7% | -9.6% | -0.5% |
| 3M | -10.0% | +10.2% | -20.2% | -13.5% |
| 6M | +3.3% | +4.5% | -1.1% | +1.3% |
| YTD | +7.9% | +15.1% | -7.2% | +1.6% |
| 1Y | +21.2% | +9.4% | +11.8% | +16.4% |
| 3Y | +105.8% | +56.9% | +48.9% | +69.9% |
| 5Y | +43.7% | +54.4% | -10.7% | +17.7% |
| 10Y | +289.4% | +183.5% | +106.0% | +133.5% |
| All | +1,407.5% | +4,455.0% | -3,047.5% | +263.1% |
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