+2,152.2%
WEC vs DGX
+8,631.6%
-6,479.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.5% |
| 7D | -1.3% | -3.5% | +2.2% | -0.7% |
| 30D | -0.4% | -2.7% | +2.3% | 0.0% |
| 3M | -6.8% | +13.9% | -20.7% | -8.7% |
| 6M | -6.4% | +16.0% | -22.4% | -8.7% |
| YTD | +2.5% | +34.9% | -32.5% | -2.3% |
| 1Y | -0.4% | +30.6% | -31.0% | -4.7% |
| 3Y | +38.5% | +93.0% | -54.5% | +24.9% |
| 5Y | +31.7% | +64.4% | -32.7% | +20.9% |
| 10Y | +146.6% | +248.1% | -101.5% | +103.4% |
| All | +2,152.2% | +8,631.6% | -6,479.4% | +1,436.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded DGX 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling