+307.8%
SPY vs WEC
+197.9%
+109.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | +2.3% | +0.3% | +1.9% |
| 30D | -2.0% | +11.1% | -13.0% | -5.1% |
| 3M | -2.8% | +8.4% | -11.2% | -5.3% |
| 6M | +2.1% | +7.5% | -5.4% | -0.4% |
| YTD | +11.5% | +15.3% | -3.9% | +6.1% |
| 1Y | +13.5% | +9.7% | +3.7% | +9.6% |
| 3Y | +77.7% | +64.7% | +13.0% | +48.1% |
| 5Y | +72.6% | +57.3% | +15.4% | +45.0% |
| All | +307.8% | +197.9% | +109.9% | +205.7% |
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 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