+109.7%
UL vs WEC
+197.9%
-88.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.1% | +2.3% | -1.2% | +0.3% |
| 30D | +4.5% | +11.1% | -6.6% | +0.7% |
| 3M | +6.5% | +8.4% | -2.0% | +3.4% |
| 6M | +18.2% | +7.5% | +10.7% | +15.0% |
| YTD | +4.7% | +15.3% | -10.7% | -0.7% |
| 1Y | +0.8% | +9.7% | -9.0% | -2.7% |
| 3Y | +35.9% | +64.7% | -28.8% | +13.4% |
| 5Y | +33.4% | +57.3% | -23.8% | +11.4% |
| All | +109.7% | +197.9% | -88.2% | +49.2% |
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