+142.6%
SN vs WEC
+6.8%
+135.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.1% | +4.8% | +2.8% |
| 7D | +7.2% | -0.2% | +7.4% | +7.2% |
| 30D | +20.4% | +12.3% | +8.1% | +20.1% |
| 3M | +23.9% | +8.3% | +15.7% | +23.6% |
| 6M | +93.0% | +3.5% | +89.6% | +92.8% |
| YTD | +99.2% | +12.7% | +86.5% | +106.8% |
| 1Y | +142.6% | +8.2% | +134.4% | +142.7% |
| All | +142.6% | +6.8% | +135.8% | +142.7% |
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