+148.4%
WEC vs DRI
+348.4%
-200.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +0.4% | -4.8% | +5.2% | +0.9% |
| 30D | +0.9% | -3.9% | +4.8% | +1.3% |
| 3M | -5.3% | +5.1% | -10.4% | -6.0% |
| 6M | -6.6% | +5.5% | -12.1% | -7.3% |
| YTD | +3.3% | +16.5% | -13.2% | +1.2% |
| 1Y | +2.1% | +2.0% | +0.1% | +1.4% |
| 3Y | +39.6% | +54.5% | -14.9% | +31.8% |
| 5Y | +31.2% | +66.6% | -35.4% | +22.1% |
| 10Y | +148.4% | +353.6% | -205.2% | +111.2% |
| All | +148.4% | +348.4% | -200.0% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling