+3,978.4%
WEC vs ED
+2,217.3%
+1,761.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.2% |
| 7D | -0.3% | -0.2% | -0.1% | -0.1% |
| 30D | -1.3% | -0.1% | -1.2% | -1.2% |
| 3M | -3.9% | +3.9% | -7.9% | -6.4% |
| 6M | -8.3% | -3.0% | -5.3% | -6.4% |
| YTD | +3.1% | +10.7% | -7.6% | -3.9% |
| 1Y | +1.9% | +13.3% | -11.4% | -6.6% |
| 3Y | +41.9% | +34.5% | +7.4% | +15.7% |
| 5Y | +30.8% | +67.1% | -36.4% | -7.2% |
| 10Y | +141.9% | +103.0% | +38.9% | +54.7% |
| All | +3,978.4% | +2,217.3% | +1,761.1% | +764.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling