+51.6%
SW vs WEC
+56.8%
-5.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.7% | +3.7% |
| 7D | +12.1% | +6.9% | +5.2% | +10.9% |
| 30D | +6.6% | +16.6% | -10.0% | +4.3% |
| 3M | -6.0% | +9.1% | -15.1% | -7.3% |
| 6M | +21.5% | +3.2% | +18.3% | +20.7% |
| YTD | +20.3% | +14.9% | +5.4% | +18.0% |
| 1Y | +28.1% | +9.2% | +19.0% | +26.5% |
| All | +51.6% | +56.8% | -5.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling