+147.8%
SW vs WEC
+141.2%
+6.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | -4.6% | -1.3% | -3.3% | -4.5% |
| 3M | +9.4% | -3.9% | +13.3% | +9.9% |
| 6M | +3.5% | -8.3% | +11.8% | +4.5% |
| YTD | +22.0% | +3.1% | +19.0% | +21.5% |
| 1Y | +2.2% | +1.9% | +0.3% | +1.9% |
| 3Y | +19.6% | +41.9% | -22.3% | +14.2% |
| 5Y | -2.3% | +30.8% | -33.1% | -6.5% |
| All | +147.8% | +141.2% | +6.5% | +145.5% |
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