+2,672.2%
WEC vs DAR
+1,762.6%
+909.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.7% |
| 7D | -0.3% | +1.4% | -1.6% | -0.3% |
| 30D | -1.3% | +12.8% | -14.1% | -1.6% |
| 3M | -3.9% | +7.4% | -11.3% | -4.2% |
| 6M | -8.3% | +22.3% | -30.6% | -8.9% |
| YTD | +3.1% | +81.1% | -78.0% | +1.3% |
| 1Y | +1.9% | +106.5% | -104.6% | -0.2% |
| 3Y | +41.9% | +5.3% | +36.6% | +40.9% |
| 5Y | +30.8% | -11.5% | +42.3% | +29.9% |
| 10Y | +141.9% | +353.3% | -211.4% | +129.5% |
| All | +2,672.2% | +1,762.6% | +909.6% | +2,497.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling