+743.1%
SW vs WEC
+801.6%
-58.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.3% | +1.7% | +3.9% |
| 7D | +12.1% | +6.9% | +5.2% | +11.6% |
| 30D | +6.6% | +16.6% | -10.0% | +5.5% |
| 3M | -6.0% | +9.1% | -15.1% | -6.5% |
| 6M | +21.5% | +3.2% | +18.3% | +21.2% |
| YTD | +20.3% | +14.9% | +5.4% | +19.2% |
| 1Y | +28.1% | +9.2% | +19.0% | +27.4% |
| 3Y | +51.6% | +56.6% | -5.0% | +47.5% |
| 5Y | -0.1% | +56.1% | -56.3% | -3.2% |
| 10Y | +189.7% | +183.0% | +6.8% | +185.7% |
| All | +743.1% | +801.6% | -58.6% | +852.3% |
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