+365.7%
SE vs WEC
+132.7%
+233.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -20.0% | +12.3% | -32.3% | -22.0% |
| 3M | -31.8% | +8.3% | -40.0% | -33.0% |
| 6M | -15.9% | +3.5% | -19.3% | -16.8% |
| YTD | -40.6% | +12.7% | -53.4% | -42.6% |
| 1Y | -50.7% | +8.2% | -58.9% | -51.9% |
| 3Y | +70.3% | +55.9% | +14.4% | +48.9% |
| 5Y | -78.8% | +51.2% | -130.1% | -81.6% |
| All | +365.7% | +132.7% | +233.0% | +225.9% |
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