+67.6%
SPY vs WEC
+51.2%
+16.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.7% |
| 7D | -2.7% | -0.2% | -2.5% | -2.7% |
| 30D | -5.4% | +12.3% | -17.7% | -7.7% |
| 3M | -4.1% | +8.3% | -12.3% | -5.8% |
| 6M | +0.7% | +3.5% | -2.8% | -0.2% |
| YTD | +8.7% | +12.7% | -4.1% | +5.2% |
| 1Y | +10.9% | +8.2% | +2.7% | +8.4% |
| 3Y | +75.0% | +55.9% | +19.1% | +52.7% |
| All | +67.6% | +51.2% | +16.4% | +48.4% |
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 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