+568.6%
SE vs WEC
+113.2%
+455.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.2% | -3.9% |
| 7D | -3.6% | +0.4% | -4.0% | -3.7% |
| 30D | -5.3% | +0.9% | -6.2% | -5.6% |
| 3M | +28.1% | -5.3% | +33.4% | +29.2% |
| 6M | +20.7% | -6.6% | +27.2% | +21.9% |
| YTD | -14.8% | +3.3% | -18.0% | -16.0% |
| 1Y | -43.6% | +2.1% | -45.6% | -44.3% |
| 3Y | +184.2% | +39.6% | +144.6% | +154.6% |
| 5Y | -66.3% | +31.2% | -97.5% | -69.6% |
| All | +568.6% | +113.2% | +455.4% | +376.8% |
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