+6,268.1%
SO vs WEC
+4,360.7%
+1,907.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | +0.3% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | +8.1% | +12.3% | -4.2% | 0.0% |
| 3M | +0.2% | +8.3% | -8.0% | -5.0% |
| 6M | +0.4% | +3.5% | -3.1% | -1.9% |
| YTD | +8.5% | +12.7% | -4.2% | +0.2% |
| 1Y | +4.9% | +8.2% | -3.2% | -0.4% |
| 3Y | +47.9% | +55.9% | -8.0% | +10.0% |
| 5Y | +75.7% | +51.2% | +24.4% | +33.4% |
| 10Y | +178.0% | +177.6% | +0.4% | +46.7% |
| All | +6,268.1% | +4,360.7% | +1,907.4% | +647.7% |
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 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