+8.4%
WEC vs DD
+29.4%
-21.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -0.7% | +6.7% | -7.5% | -0.8% |
| 30D | +11.0% | +19.4% | -8.4% | +10.6% |
| 3M | +8.6% | +7.6% | +1.0% | +8.5% |
| 6M | +6.2% | +2.9% | +3.3% | +6.5% |
| YTD | +14.3% | +29.9% | -15.6% | +13.7% |
| 1Y | +8.4% | +28.6% | -20.3% | +7.7% |
| All | +8.4% | +29.4% | -21.1% | +7.7% |
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