+189.4%
WEC vs ED
+136.7%
+52.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.8% |
| 7D | +1.4% | +2.1% | -0.7% | -0.5% |
| 30D | +12.8% | +12.4% | +0.4% | +1.9% |
| 3M | +11.2% | +13.1% | -1.9% | -0.1% |
| 6M | +6.6% | +14.1% | -7.5% | -5.0% |
| YTD | +13.8% | +23.1% | -9.2% | -5.2% |
| 1Y | +7.6% | +25.4% | -17.8% | -12.0% |
| 3Y | +62.2% | +47.9% | +14.4% | +13.3% |
| 5Y | +52.0% | +81.9% | -29.9% | -11.5% |
| 10Y | +189.4% | +141.3% | +48.1% | +29.1% |
| All | +189.4% | +136.7% | +52.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling