+4,410.0%
WEC vs ED
+2,457.0%
+1,952.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +0.2% | -0.1% | +0.3% | +0.3% |
| 30D | +12.9% | +11.6% | +1.3% | +4.8% |
| 3M | +9.8% | +10.5% | -0.7% | +2.6% |
| 6M | +6.7% | +13.2% | -6.5% | -1.9% |
| YTD | +14.0% | +22.1% | -8.2% | -0.6% |
| 1Y | +7.3% | +24.2% | -16.8% | -7.5% |
| 3Y | +63.8% | +46.9% | +16.9% | +25.6% |
| 5Y | +54.8% | +80.8% | -26.1% | +4.1% |
| 10Y | +185.7% | +134.3% | +51.4% | +66.3% |
| All | +4,410.0% | +2,457.0% | +1,952.9% | +793.7% |
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