+103.9%
UL vs WEC
+190.8%
-86.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -1.7% | -0.5% | -1.2% | -1.5% |
| 30D | +4.5% | +12.0% | -7.5% | +0.4% |
| 3M | +5.5% | +11.1% | -5.6% | +1.5% |
| 6M | +17.0% | +6.0% | +11.0% | +14.5% |
| YTD | +3.2% | +14.3% | -11.1% | -1.8% |
| 1Y | -1.9% | +8.0% | -9.9% | -4.7% |
| 3Y | +33.6% | +62.8% | -29.3% | +11.9% |
| 5Y | +31.5% | +55.3% | -23.8% | +10.3% |
| 10Y | +103.9% | +193.2% | -89.2% | +45.1% |
| All | +103.9% | +190.8% | -86.8% | +45.1% |
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