-68.0%
U vs WEC
+34.9%
-102.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.6% |
| 7D | +4.5% | +0.8% | +3.7% | +4.4% |
| 30D | -0.6% | +0.3% | -0.9% | -0.6% |
| 3M | +48.4% | -2.9% | +51.4% | +48.5% |
| 6M | +115.4% | -5.9% | +121.3% | +116.1% |
| YTD | -3.2% | +4.1% | -7.4% | -4.3% |
| 1Y | -6.0% | +3.1% | -9.2% | -7.1% |
| 3Y | +13.5% | +40.8% | -27.3% | +2.6% |
| 5Y | -68.0% | +31.7% | -99.7% | -68.6% |
| All | -68.0% | +34.9% | -102.9% | -68.6% |
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