+163.6%
W vs WEC
+263.0%
-99.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.3% |
| 3M | +37.2% | -3.9% | +41.1% | +38.4% |
| 6M | +26.3% | -8.3% | +34.6% | +28.7% |
| YTD | -1.0% | +3.1% | -4.0% | -2.5% |
| 1Y | +20.1% | +1.9% | +18.1% | +18.5% |
| 3Y | +37.8% | +41.9% | -4.1% | +21.4% |
| 5Y | -63.7% | +30.8% | -94.4% | -67.3% |
| 10Y | +156.3% | +141.9% | +14.4% | +116.0% |
| All | +163.6% | +263.0% | -99.4% | +87.3% |
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 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