+2,072.8%
WEC vs DVA
+5,194.7%
-3,121.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -0.3% | +1.8% | -2.1% | -0.4% |
| 30D | -1.3% | -2.5% | +1.2% | -1.1% |
| 3M | -3.9% | -4.3% | +0.3% | -3.8% |
| 6M | -8.3% | +18.9% | -27.2% | -9.9% |
| YTD | +3.1% | +61.9% | -58.9% | -1.3% |
| 1Y | +1.9% | +35.7% | -33.8% | -1.1% |
| 3Y | +41.9% | +78.6% | -36.7% | +33.9% |
| 5Y | +30.8% | +39.2% | -8.4% | +24.4% |
| 10Y | +141.9% | +184.0% | -42.1% | +116.6% |
| All | +2,072.8% | +5,194.7% | -3,121.9% | +1,735.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling