+2.1%
WEC vs DD
+33.7%
-31.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.8% |
| 7D | +0.4% | -3.8% | +4.2% | +0.5% |
| 30D | +0.9% | -9.2% | +10.1% | +1.1% |
| 3M | -5.3% | -9.0% | +3.7% | -5.1% |
| 6M | -6.6% | -5.0% | -1.6% | -6.7% |
| YTD | +3.3% | +7.4% | -4.1% | +2.9% |
| 1Y | +2.1% | +35.1% | -33.1% | +2.0% |
| All | +2.1% | +33.7% | -31.6% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling