+71.7%
TER vs WEC
+56.3%
+15.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.4% |
| 7D | +14.4% | +2.3% | +12.0% | +14.3% |
| 30D | -30.6% | +11.1% | -41.6% | -30.8% |
| 3M | -39.2% | +8.4% | -47.6% | -39.3% |
| 6M | -31.3% | +7.5% | -38.8% | -31.6% |
| YTD | +29.1% | +15.3% | +13.7% | +27.5% |
| 1Y | +47.4% | +9.7% | +37.7% | +46.4% |
| 3Y | +191.2% | +64.7% | +126.6% | +164.8% |
| All | +71.7% | +56.3% | +15.3% | +61.7% |
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