+1.5%
SMR vs WEC
+35.2%
-33.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | +4.7% | -1.3% | +6.0% | +5.1% |
| 30D | +3.2% | -0.4% | +3.6% | +3.1% |
| 3M | +9.9% | -6.8% | +16.7% | +11.5% |
| 6M | -15.1% | -6.4% | -8.7% | -14.3% |
| YTD | -27.9% | +2.5% | -30.4% | -29.7% |
| 1Y | -70.2% | -0.4% | -69.8% | -70.7% |
| 3Y | +72.5% | +38.5% | +33.9% | +39.6% |
| All | +1.5% | +35.2% | -33.7% | -17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling