-81.4%
SMR vs WEC
+8.3%
-89.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | -0.7% | +11.0% | +9.9% |
| 30D | -25.7% | +11.0% | -36.7% | -21.2% |
| 3M | -49.7% | +8.6% | -58.3% | -47.7% |
| 6M | -59.8% | +6.2% | -66.0% | -59.0% |
| YTD | -66.0% | +14.3% | -80.3% | -63.9% |
| 1Y | -81.4% | +8.4% | -89.8% | -80.4% |
| All | -81.4% | +8.3% | -89.8% | -80.4% |
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