-85.6%
SMR vs WEC
+9.7%
-95.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.3% | -6.8% | -3.3% |
| 7D | -9.5% | +6.9% | -16.4% | -6.6% |
| 30D | -33.2% | +16.6% | -49.8% | -27.6% |
| 3M | -45.9% | +9.1% | -55.0% | -43.9% |
| 6M | -57.9% | +3.2% | -61.1% | -57.4% |
| YTD | -63.8% | +14.9% | -78.7% | -62.2% |
| 1Y | -85.6% | +9.2% | -94.8% | -84.9% |
| All | -85.6% | +9.7% | -95.3% | -84.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling