+11.1%
SMR vs WEC
+37.4%
-26.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.1% | +14.2% | +15.0% |
| 7D | +21.4% | +0.8% | +20.6% | +21.2% |
| 30D | +13.8% | +0.3% | +13.5% | +13.6% |
| 3M | +3.9% | -2.9% | +6.8% | +4.0% |
| 6M | -4.2% | -5.9% | +1.7% | -3.3% |
| YTD | -21.1% | +4.1% | -25.3% | -23.4% |
| 1Y | -67.1% | +3.1% | -70.2% | -68.0% |
| 3Y | +88.9% | +40.8% | +48.1% | +52.2% |
| All | +11.1% | +37.4% | -26.3% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling