+379.5%
SE vs WEC
+135.3%
+244.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | +3.3% | +0.2% | +3.1% | +3.2% |
| 30D | -18.2% | +12.9% | -31.1% | -20.2% |
| 3M | -31.3% | +9.8% | -41.1% | -32.7% |
| 6M | -10.1% | +6.7% | -16.8% | -11.7% |
| YTD | -38.9% | +14.0% | -52.9% | -41.1% |
| 1Y | -48.0% | +7.3% | -55.3% | -49.1% |
| 3Y | +78.8% | +63.8% | +15.0% | +54.2% |
| 5Y | -77.1% | +54.8% | -131.9% | -80.2% |
| All | +379.5% | +135.3% | +244.1% | +234.8% |
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 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