+2,451.8%
WEC vs EME
+61,143.6%
-58,691.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.9% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -1.3% | -8.3% | +7.0% | -0.4% |
| 3M | -3.9% | -10.7% | +6.8% | -3.2% |
| 6M | -8.3% | +1.9% | -10.2% | -9.1% |
| YTD | +3.1% | +23.5% | -20.4% | -0.1% |
| 1Y | +1.9% | +18.0% | -16.0% | -1.1% |
| 3Y | +41.9% | +236.1% | -194.2% | +19.8% |
| 5Y | +30.8% | +527.9% | -497.1% | +1.7% |
| 10Y | +141.9% | +1,252.8% | -1,110.9% | +67.7% |
| All | +2,451.8% | +61,143.6% | -58,691.8% | +1,328.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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