-38.4%
U vs WEC
+34.3%
-72.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -1.1% |
| 7D | 0.0% | -1.3% | +1.2% | 0.0% |
| 30D | -4.1% | -0.4% | -3.7% | -4.1% |
| 3M | +57.8% | -6.8% | +64.6% | +57.6% |
| 6M | +103.5% | -6.4% | +109.9% | +103.4% |
| YTD | -4.8% | +2.5% | -7.2% | -5.2% |
| 1Y | -2.4% | -0.4% | -2.0% | -2.7% |
| 3Y | +11.7% | +38.5% | -26.9% | +6.8% |
| 5Y | -68.9% | +31.7% | -100.5% | -69.1% |
| All | -38.4% | +34.3% | -72.7% | -44.0% |
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