+192.9%
SO vs WEC
+195.2%
-2.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.9% | -0.7% | -0.2% | -0.4% |
| 30D | +4.9% | +11.0% | -6.0% | -3.7% |
| 3M | +0.8% | +8.6% | -7.8% | -6.0% |
| 6M | +0.6% | +6.2% | -5.6% | -4.4% |
| YTD | +8.7% | +14.3% | -5.6% | -2.8% |
| 1Y | +4.0% | +8.4% | -4.4% | -2.8% |
| 3Y | +50.6% | +62.9% | -12.3% | +0.1% |
| 5Y | +77.5% | +55.8% | +21.7% | +21.6% |
| All | +192.9% | +195.2% | -2.3% | +21.4% |
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