+2,485.8%
WEC vs DRI
+8,060.6%
-5,574.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.4% | +4.2% | -2.8% | +0.9% |
| 30D | +12.8% | +15.7% | -2.9% | +10.8% |
| 3M | +11.2% | +5.8% | +5.5% | +10.4% |
| 6M | +6.6% | +18.4% | -11.8% | +4.2% |
| YTD | +13.8% | +28.2% | -14.4% | +10.0% |
| 1Y | +7.6% | +35.9% | -28.3% | +3.2% |
| 3Y | +62.2% | +67.7% | -5.5% | +50.6% |
| 5Y | +52.0% | +77.9% | -25.9% | +39.0% |
| 10Y | +189.4% | +338.7% | -149.3% | +124.9% |
| All | +2,485.8% | +8,060.6% | -5,574.8% | +1,363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling