+148.4%
WEC vs ED
+105.2%
+43.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +0.9% | +1.9% | -1.0% | -0.8% |
| 3M | -5.3% | +1.9% | -7.2% | -6.9% |
| 6M | -6.6% | -2.3% | -4.3% | -4.8% |
| YTD | +3.3% | +10.9% | -7.6% | -5.9% |
| 1Y | +2.1% | +14.5% | -12.4% | -9.8% |
| 3Y | +39.6% | +33.4% | +6.2% | +6.6% |
| 5Y | +31.2% | +67.3% | -36.1% | -18.1% |
| 10Y | +148.4% | +110.7% | +37.8% | +23.9% |
| All | +148.4% | +105.2% | +43.2% | +23.9% |
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