+38.8%
WEC vs DTE
+45.3%
-6.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | +0.2% |
| 7D | -1.3% | -2.0% | +0.7% | +0.3% |
| 30D | -0.4% | -2.4% | +2.0% | +1.5% |
| 3M | -6.8% | -7.3% | +0.5% | -1.1% |
| 6M | -6.4% | -7.6% | +1.2% | -0.5% |
| YTD | +2.5% | +5.8% | -3.3% | -1.9% |
| 1Y | -0.4% | +2.3% | -2.7% | -2.2% |
| All | +38.8% | +45.3% | -6.6% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling