+9.2%
WEC vs DG
+45.3%
-36.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +8.5% | -6.2% | +1.7% |
| 7D | +6.9% | +12.3% | -5.4% | +6.0% |
| 30D | +16.6% | +19.3% | -2.7% | +15.5% |
| 3M | +9.1% | +11.9% | -2.8% | +8.2% |
| 6M | +3.2% | +25.0% | -21.8% | +2.2% |
| YTD | +14.9% | +8.7% | +6.2% | +14.4% |
| 1Y | +9.2% | +44.7% | -35.5% | +5.2% |
| All | +9.2% | +45.3% | -36.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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