-63.1%
W vs WEC
+31.0%
-94.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | -4.2% | -0.3% | -3.9% | -4.1% |
| 30D | -7.6% | -1.3% | -6.3% | -7.4% |
| 3M | +37.2% | -3.9% | +41.1% | +38.1% |
| 6M | +26.3% | -8.3% | +34.6% | +28.4% |
| YTD | -1.0% | +3.1% | -4.0% | -2.7% |
| 1Y | +20.1% | +1.9% | +18.1% | +18.1% |
| 3Y | +37.8% | +41.9% | -4.1% | +17.9% |
| All | -63.1% | +31.0% | -94.1% | -68.5% |
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