+55.8%
WEC vs DVA
+63.0%
-7.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.1% | +5.1% | +0.4% |
| 7D | -0.7% | -10.7% | +9.9% | 0.0% |
| 30D | +11.0% | -4.4% | +15.4% | +11.2% |
| 3M | +8.6% | -4.1% | +12.7% | +8.8% |
| 6M | +6.2% | -13.2% | +19.4% | +6.9% |
| YTD | +14.3% | +53.2% | -38.9% | +9.8% |
| 1Y | +8.4% | +40.8% | -32.5% | +4.8% |
| 3Y | +62.9% | +109.7% | -46.9% | +54.5% |
| 5Y | +55.8% | +64.5% | -8.7% | +47.5% |
| All | +55.8% | +63.0% | -7.1% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling