+63.7%
SE vs WEC
+64.2%
-0.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.3% |
| 7D | -0.5% | +2.3% | -2.8% | -0.1% |
| 30D | -20.9% | +11.1% | -32.0% | -19.3% |
| 3M | -38.9% | +8.4% | -47.3% | -37.9% |
| 6M | -19.4% | +7.5% | -26.9% | -18.2% |
| YTD | -40.9% | +15.3% | -56.3% | -39.7% |
| 1Y | -46.2% | +9.7% | -55.9% | -45.2% |
| 3Y | +63.7% | +64.7% | -1.0% | +91.4% |
| All | +63.7% | +64.2% | -0.5% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling