+162.0%
SO vs WEC
+141.2%
+20.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | 0.0% |
| 7D | 0.0% | +0.4% | -0.4% | -0.3% |
| 30D | -2.5% | +0.9% | -3.4% | -3.3% |
| 3M | -4.2% | -5.3% | +1.2% | +0.2% |
| 6M | -7.7% | -6.6% | -1.1% | -2.4% |
| YTD | +3.8% | +3.3% | +0.5% | +1.0% |
| 1Y | +0.1% | +2.1% | -2.0% | -1.8% |
| 3Y | +44.2% | +39.6% | +4.6% | +8.9% |
| 5Y | +57.9% | +31.2% | +26.7% | +24.6% |
| 10Y | +162.0% | +148.4% | +13.5% | +23.0% |
| All | +162.0% | +141.2% | +20.8% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling