-26.3%
U vs WEC
+49.1%
-75.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +24.4% | +1.4% | +23.0% | +24.4% |
| 30D | +7.4% | +12.8% | -5.4% | +7.8% |
| 3M | +16.8% | +11.2% | +5.6% | +17.2% |
| 6M | +78.8% | +6.6% | +72.2% | +79.2% |
| YTD | +14.0% | +13.8% | +0.1% | +13.9% |
| 1Y | +16.7% | +7.6% | +9.1% | +17.0% |
| 3Y | +86.4% | +62.2% | +24.2% | +78.3% |
| 5Y | -71.5% | +52.0% | -123.4% | -71.3% |
| All | -26.3% | +49.1% | -75.5% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling