-1.6%
SW vs WEC
+56.3%
-57.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | +4.7% | +3.2% | +1.4% | +4.4% |
| 30D | +5.0% | +14.7% | -9.7% | +4.2% |
| 3M | -7.3% | +10.2% | -17.6% | -7.9% |
| 6M | +15.0% | +4.5% | +10.5% | +14.6% |
| YTD | +18.5% | +15.1% | +3.4% | +17.7% |
| 1Y | +27.1% | +9.4% | +17.7% | +26.5% |
| 3Y | +49.3% | +56.9% | -7.6% | +48.1% |
| 5Y | -1.6% | +54.4% | -56.1% | +4.1% |
| All | -1.6% | +56.3% | -57.9% | +4.1% |
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