+31.7%
WEC vs DD
+61.7%
-30.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +0.8% | -0.6% | +1.4% | +0.9% |
| 30D | +0.3% | -7.4% | +7.8% | +1.2% |
| 3M | -2.9% | -6.4% | +3.5% | -2.3% |
| 6M | -5.9% | -2.5% | -3.4% | -6.0% |
| YTD | +4.1% | +10.2% | -6.1% | +2.2% |
| 1Y | +3.1% | +36.9% | -33.8% | -2.0% |
| 3Y | +40.8% | +47.0% | -6.2% | +30.6% |
| 5Y | +31.7% | +63.1% | -31.4% | +15.8% |
| All | +31.7% | +61.7% | -30.0% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling