+4,455.0%
WEC vs ES
+1,275.7%
+3,179.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.8% |
| 7D | +3.2% | +5.9% | -2.7% | +0.3% |
| 30D | +14.7% | +10.2% | +4.5% | +9.3% |
| 3M | +10.2% | +0.4% | +9.8% | +10.0% |
| 6M | +4.5% | +6.9% | -2.4% | +1.0% |
| YTD | +15.1% | +10.5% | +4.6% | +9.2% |
| 1Y | +9.4% | +3.2% | +6.2% | +6.7% |
| 3Y | +56.9% | +49.0% | +7.9% | +25.4% |
| 5Y | +54.4% | +4.5% | +50.0% | +47.6% |
| 10Y | +183.5% | +92.3% | +91.2% | +113.3% |
| All | +4,455.0% | +1,275.7% | +3,179.3% | +1,746.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling