+3,978.4%
WEC vs ES
+1,243.3%
+2,735.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.4% |
| 30D | -1.3% | -2.0% | +0.7% | -0.3% |
| 3M | -3.9% | +1.7% | -5.6% | -4.7% |
| 6M | -8.3% | -3.5% | -4.8% | -6.8% |
| YTD | +3.1% | +7.9% | -4.8% | -1.1% |
| 1Y | +1.9% | +17.2% | -15.2% | -6.9% |
| 3Y | +41.9% | +29.3% | +12.6% | +21.5% |
| 5Y | +30.8% | -5.7% | +36.5% | +31.4% |
| 10Y | +141.9% | +85.2% | +56.7% | +85.4% |
| All | +3,978.4% | +1,243.3% | +2,735.1% | +1,573.1% |
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