-79.9%
SMR vs WEC
+9.5%
-89.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -2.7% |
| 7D | -8.3% | +2.3% | -10.6% | -6.9% |
| 30D | -20.1% | +11.1% | -31.1% | -15.0% |
| 3M | -52.7% | +8.4% | -61.1% | -50.8% |
| 6M | -61.0% | +7.5% | -68.5% | -59.9% |
| YTD | -67.1% | +15.3% | -82.5% | -64.4% |
| 1Y | -79.9% | +9.7% | -89.6% | -79.4% |
| All | -79.9% | +9.5% | -89.4% | -79.4% |
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