+4,021.5%
WEC vs DTE
+3,521.9%
+499.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | +0.3% | -1.9% | +2.2% | +1.5% |
| 3M | -2.9% | -3.3% | +0.4% | -0.9% |
| 6M | -5.9% | -7.1% | +1.2% | -1.7% |
| YTD | +4.1% | +8.1% | -4.0% | -0.4% |
| 1Y | +3.1% | +5.3% | -2.1% | +0.1% |
| 3Y | +40.8% | +48.2% | -7.4% | +12.2% |
| 5Y | +31.7% | +33.2% | -1.5% | +12.3% |
| 10Y | +141.1% | +137.5% | +3.6% | +45.3% |
| All | +4,021.5% | +3,521.9% | +499.6% | +609.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling