-3.6%
SMR vs WEC
+36.0%
-39.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +4.4% | -0.3% | +4.7% | +4.5% |
| 30D | +3.4% | -1.3% | +4.7% | +3.6% |
| 3M | -19.2% | -3.9% | -15.2% | -19.0% |
| 6M | -22.6% | -8.3% | -14.3% | -21.3% |
| YTD | -31.5% | +3.1% | -34.6% | -33.4% |
| 1Y | -73.1% | +1.9% | -75.0% | -73.7% |
| 3Y | +55.0% | +41.9% | +13.0% | +24.6% |
| All | -3.6% | +36.0% | -39.5% | -21.9% |
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