+243.6%
W vs WEC
+178.6%
+65.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.3% |
| 7D | +3.3% | +0.2% | +3.1% | +3.3% |
| 30D | +10.5% | +12.9% | -2.4% | +6.8% |
| 3M | +9.6% | +9.8% | -0.2% | +6.7% |
| 6M | +76.4% | +6.7% | +69.6% | +72.8% |
| YTD | +16.4% | +14.0% | +2.4% | +11.1% |
| 1Y | +9.3% | +7.3% | +2.0% | +6.4% |
| 3Y | +172.8% | +63.8% | +109.0% | +126.6% |
| 5Y | -53.4% | +54.8% | -108.1% | -60.7% |
| 10Y | +243.6% | +185.7% | +57.9% | +231.3% |
| All | +243.6% | +178.6% | +65.0% | +231.3% |
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