-52.1%
SMR vs WEC
+50.8%
-102.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | -0.7% | +11.0% | +10.4% |
| 30D | -25.7% | +11.0% | -36.7% | -27.8% |
| 3M | -49.7% | +8.6% | -58.3% | -50.9% |
| 6M | -59.8% | +6.2% | -66.0% | -60.8% |
| YTD | -66.0% | +14.3% | -80.3% | -67.8% |
| 1Y | -81.4% | +8.4% | -89.8% | -82.1% |
| 3Y | +130.6% | +62.9% | +67.8% | +76.8% |
| All | -52.1% | +50.8% | -102.9% | -62.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling