+67.7%
UL vs WEC
+141.2%
-73.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.4% |
| 7D | -3.2% | +0.4% | -3.6% | -3.4% |
| 30D | -0.6% | +0.9% | -1.5% | -1.0% |
| 3M | +9.4% | -5.3% | +14.8% | +11.5% |
| 6M | -4.1% | -6.6% | +2.4% | -2.0% |
| YTD | -2.0% | +3.3% | -5.2% | -3.2% |
| 1Y | -9.0% | +2.1% | -11.0% | -9.8% |
| 3Y | +21.8% | +39.6% | -17.8% | +7.8% |
| 5Y | +20.6% | +31.2% | -10.6% | +7.6% |
| 10Y | +67.7% | +148.4% | -80.7% | +25.3% |
| All | +67.7% | +141.2% | -73.4% | +25.3% |
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