+141.1%
WEC vs DAR
+367.0%
-225.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.9% | +0.8% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | +0.3% | +13.0% | -12.6% | -0.8% |
| 3M | -2.9% | +15.0% | -17.9% | -4.2% |
| 6M | -5.9% | +26.8% | -32.8% | -8.1% |
| YTD | +4.1% | +86.4% | -82.3% | -1.7% |
| 1Y | +3.1% | +115.1% | -112.0% | -4.2% |
| 3Y | +40.8% | +14.6% | +26.2% | +37.2% |
| 5Y | +31.7% | -8.8% | +40.5% | +29.6% |
| 10Y | +141.1% | +356.5% | -215.4% | +89.4% |
| All | +141.1% | +367.0% | -225.9% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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