+19.4%
SYY vs WEC
+30.7%
-11.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -0.2% | +0.4% | -0.6% | -0.4% |
| 30D | -2.7% | +0.9% | -3.6% | -3.2% |
| 3M | +5.9% | -5.3% | +11.2% | +8.1% |
| 6M | -2.3% | -6.6% | +4.2% | +0.1% |
| YTD | +13.1% | +3.3% | +9.8% | +11.3% |
| 1Y | +3.8% | +2.1% | +1.7% | +2.5% |
| 3Y | +26.7% | +39.6% | -12.8% | +11.1% |
| 5Y | +19.4% | +31.2% | -11.7% | +5.2% |
| All | +19.4% | +30.7% | -11.2% | +5.2% |
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