-22.7%
U vs WEC
+51.1%
-73.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.3% |
| 7D | +2.6% | +2.3% | +0.2% | +2.6% |
| 30D | +27.6% | +11.1% | +16.5% | +28.0% |
| 3M | +15.3% | +8.4% | +6.9% | +15.7% |
| 6M | +96.4% | +7.5% | +88.9% | +97.0% |
| YTD | +19.6% | +15.3% | +4.2% | +19.5% |
| 1Y | +42.1% | +9.7% | +32.4% | +42.4% |
| 3Y | +87.5% | +64.7% | +22.9% | +79.4% |
| 5Y | -73.1% | +57.3% | -130.4% | -72.7% |
| All | -22.7% | +51.1% | -73.9% | -29.4% |
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