+31.2%
WEC vs DG
-39.5%
+70.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.6% |
| 7D | +0.4% | -4.8% | +5.2% | +0.9% |
| 30D | +0.9% | +1.8% | -0.9% | +0.7% |
| 3M | -5.3% | +14.5% | -19.8% | -6.8% |
| 6M | -6.6% | -13.6% | +7.0% | -5.3% |
| YTD | +3.3% | -4.8% | +8.1% | +3.4% |
| 1Y | +2.1% | +21.6% | -19.5% | -1.1% |
| 3Y | +39.6% | +4.5% | +35.1% | +34.6% |
| 5Y | +31.2% | -38.5% | +69.6% | +38.8% |
| All | +31.2% | -39.5% | +70.7% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling