+6,337.0%
SO vs WEC
+4,455.0%
+1,882.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | +0.4% | +3.2% | -2.8% | -1.8% |
| 30D | +9.2% | +14.7% | -5.4% | -0.3% |
| 3M | +1.1% | +10.2% | -9.2% | -5.4% |
| 6M | -1.1% | +4.5% | -5.5% | -3.9% |
| YTD | +9.7% | +15.1% | -5.4% | -0.1% |
| 1Y | +5.5% | +9.4% | -3.9% | -0.6% |
| 3Y | +47.0% | +56.9% | -9.9% | +8.9% |
| 5Y | +77.6% | +54.4% | +23.1% | +33.0% |
| 10Y | +181.0% | +183.5% | -2.5% | +46.2% |
| All | +6,337.0% | +4,455.0% | +1,882.0% | +645.4% |
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 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