+112.6%
SPOT vs WEC
+30.7%
+81.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.2% | -1.0% |
| 7D | -6.5% | +0.4% | -6.9% | -6.5% |
| 30D | +2.2% | +0.9% | +1.3% | +2.2% |
| 3M | +5.4% | -5.3% | +10.7% | +5.6% |
| 6M | -4.0% | -6.6% | +2.6% | -3.8% |
| YTD | -9.9% | +3.3% | -13.2% | -9.9% |
| 1Y | -27.3% | +2.1% | -29.3% | -27.2% |
| 3Y | +236.4% | +39.6% | +196.8% | +230.7% |
| 5Y | +112.6% | +31.2% | +81.4% | +104.7% |
| All | +112.6% | +30.7% | +81.9% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling