+2,309.3%
WEC vs DVA
+5,180.6%
-2,871.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.2% |
| 7D | -0.5% | -4.8% | +4.2% | -0.2% |
| 30D | +12.0% | +0.9% | +11.0% | +11.8% |
| 3M | +11.1% | +2.9% | +8.2% | +10.7% |
| 6M | +6.0% | -7.8% | +13.7% | +6.3% |
| YTD | +14.3% | +61.5% | -47.2% | +9.4% |
| 1Y | +8.0% | +50.1% | -42.1% | +3.9% |
| 3Y | +62.8% | +121.1% | -58.3% | +51.5% |
| 5Y | +55.3% | +72.9% | -17.6% | +45.2% |
| 10Y | +193.2% | +208.2% | -15.1% | +161.1% |
| All | +2,309.3% | +5,180.6% | -2,871.3% | +1,933.7% |
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