+3,017.7%
SPY vs WEC
+3,006.9%
+10.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | +1.4% | -2.0% | -1.1% |
| 30D | -3.7% | +12.8% | -16.5% | -8.2% |
| 3M | -2.7% | +11.2% | -14.0% | -6.9% |
| 6M | +2.2% | +6.6% | -4.4% | -0.8% |
| YTD | +10.8% | +13.8% | -3.0% | +4.6% |
| 1Y | +11.2% | +7.6% | +3.6% | +7.2% |
| 3Y | +76.5% | +62.2% | +14.3% | +42.3% |
| 5Y | +72.9% | +52.0% | +21.0% | +41.4% |
| 10Y | +304.8% | +189.4% | +115.4% | +142.2% |
| All | +3,017.7% | +3,006.9% | +10.9% | +651.8% |
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