+99.8%
WEC vs EQX
+232.0%
-132.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.1% |
| 7D | -0.6% | -3.2% | +2.6% | -0.4% |
| 30D | -2.6% | +7.8% | -10.4% | -3.1% |
| 3M | -6.0% | +21.3% | -27.4% | -7.2% |
| 6M | -5.4% | -22.4% | +17.0% | -4.6% |
| YTD | +2.5% | -11.3% | +13.8% | +2.3% |
| 1Y | -0.7% | +13.5% | -14.2% | -2.5% |
| 3Y | +38.7% | +162.1% | -123.4% | +27.3% |
| 5Y | +31.7% | +84.2% | -52.5% | +19.9% |
| All | +99.8% | +232.0% | -132.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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