+202.8%
TER vs WEC
+31.0%
+171.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.2% | +5.5% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -8.3% | -1.3% | -7.0% | -8.2% |
| 3M | -12.2% | -3.9% | -8.3% | -12.3% |
| 6M | +17.1% | -8.3% | +25.4% | +17.6% |
| YTD | +84.7% | +3.1% | +81.6% | +83.3% |
| 1Y | +199.9% | +1.9% | +198.0% | +197.2% |
| 3Y | +232.8% | +41.9% | +190.8% | +209.5% |
| All | +202.8% | +31.0% | +171.9% | +184.6% |
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