+196.2%
W vs WEC
+297.1%
-100.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -0.9% |
| 7D | -3.6% | -0.2% | -3.4% | -3.5% |
| 30D | +7.0% | +12.3% | -5.3% | +3.8% |
| 3M | +7.4% | +8.3% | -0.9% | +5.1% |
| 6M | +69.3% | +3.5% | +65.8% | +67.6% |
| YTD | +11.3% | +12.7% | -1.4% | +7.1% |
| 1Y | +13.2% | +8.2% | +5.0% | +10.2% |
| 3Y | +142.0% | +55.9% | +86.1% | +108.4% |
| 5Y | -54.6% | +51.2% | -105.9% | -60.7% |
| 10Y | +243.7% | +177.6% | +66.1% | +181.2% |
| All | +196.2% | +297.1% | -100.8% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling