-15.9%
SE vs WEC
+2.4%
-18.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | -0.9% |
| 7D | +2.0% | -0.2% | +2.2% | +1.9% |
| 30D | -20.0% | +12.3% | -32.3% | -13.9% |
| 3M | -31.8% | +8.3% | -40.0% | -28.5% |
| 6M | -15.9% | +3.5% | -19.3% | -14.7% |
| All | -15.9% | +2.4% | -18.2% | -14.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling