+54.6%
TER vs WEC
+51.2%
+3.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.6% | +2.6% |
| 7D | -20.5% | -0.2% | -20.3% | -20.5% |
| 30D | -47.0% | +12.3% | -59.3% | -47.3% |
| 3M | -43.3% | +8.3% | -51.5% | -43.4% |
| 6M | -42.9% | +3.5% | -46.4% | -43.1% |
| YTD | +12.9% | +12.7% | +0.2% | +11.6% |
| 1Y | +18.2% | +8.2% | +10.0% | +17.3% |
| 3Y | +151.8% | +55.9% | +95.9% | +131.9% |
| All | +54.6% | +51.2% | +3.3% | +45.9% |
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