+3.7%
SO vs WEC
+9.7%
-5.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -2.6% |
| 7D | +1.7% | +6.9% | -5.1% | -4.0% |
| 30D | +11.1% | +16.6% | -5.5% | -2.7% |
| 3M | +0.7% | +9.1% | -8.4% | -6.7% |
| 6M | -1.4% | +3.2% | -4.6% | -4.0% |
| YTD | +9.4% | +14.9% | -5.5% | -3.3% |
| 1Y | +3.7% | +9.2% | -5.5% | -5.0% |
| All | +3.7% | +9.7% | -5.9% | -5.0% |
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