-68.1%
SE vs WEC
+31.0%
-99.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -6.1% | -0.3% | -5.8% | -6.1% |
| 30D | -2.5% | -1.3% | -1.2% | -2.5% |
| 3M | +21.7% | -3.9% | +25.6% | +21.6% |
| 6M | +27.0% | -8.3% | +35.3% | +27.3% |
| YTD | -12.1% | +3.1% | -15.2% | -12.8% |
| 1Y | -40.9% | +1.9% | -42.9% | -41.4% |
| 3Y | +191.0% | +41.9% | +149.1% | +175.5% |
| All | -68.1% | +31.0% | -99.0% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling