+185.7%
WEC vs ES
+82.6%
+103.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.5% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | +12.9% | +5.7% | +7.2% | +8.5% |
| 3M | +9.8% | -2.8% | +12.6% | +12.0% |
| 6M | +6.7% | +7.0% | -0.2% | +1.4% |
| YTD | +14.0% | +6.8% | +7.2% | +7.8% |
| 1Y | +7.3% | -0.5% | +7.8% | +5.7% |
| 3Y | +63.8% | +47.2% | +16.6% | +14.4% |
| 5Y | +54.8% | +2.3% | +52.5% | +45.0% |
| 10Y | +185.7% | +85.6% | +100.1% | +56.3% |
| All | +185.7% | +82.6% | +103.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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