+319.7%
SPY vs WEC
+141.2%
+178.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -1.4% | +0.9% | -2.3% | -1.7% |
| 3M | +3.7% | -5.3% | +9.0% | +5.2% |
| 6M | +13.0% | -6.6% | +19.6% | +14.9% |
| YTD | +12.4% | +3.3% | +9.1% | +10.7% |
| 1Y | +18.5% | +2.1% | +16.5% | +17.0% |
| 3Y | +77.6% | +39.6% | +38.1% | +56.3% |
| 5Y | +81.7% | +31.2% | +50.5% | +62.0% |
| 10Y | +319.7% | +148.4% | +171.2% | +227.3% |
| All | +319.7% | +141.2% | +178.5% | +227.3% |
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