+3,094.0%
SPY vs WEC
+2,712.9%
+381.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +0.1% | -1.3% | +1.3% | +0.5% |
| 3M | +2.0% | -3.9% | +5.9% | +3.3% |
| 6M | +13.0% | -8.3% | +21.3% | +16.3% |
| YTD | +13.5% | +3.1% | +10.5% | +11.5% |
| 1Y | +20.0% | +1.9% | +18.0% | +18.1% |
| 3Y | +77.2% | +41.9% | +35.3% | +50.6% |
| 5Y | +81.9% | +30.8% | +51.1% | +57.8% |
| 10Y | +314.1% | +141.9% | +172.1% | +166.4% |
| All | +3,094.0% | +2,712.9% | +381.1% | +701.7% |
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 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