+892.3%
WEC vs ET
+1,435.7%
-543.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +0.8% | +0.4% | +0.4% | +0.8% |
| 30D | +0.3% | +6.9% | -6.5% | -0.2% |
| 3M | -2.9% | +13.1% | -16.0% | -3.9% |
| 6M | -5.9% | +18.7% | -24.6% | -7.2% |
| YTD | +4.1% | +37.4% | -33.3% | +1.6% |
| 1Y | +3.1% | +34.8% | -31.7% | +0.7% |
| 3Y | +40.8% | +96.8% | -56.0% | +33.1% |
| 5Y | +31.7% | +238.2% | -206.5% | +19.2% |
| 10Y | +141.1% | +159.4% | -18.3% | +117.5% |
| All | +892.3% | +1,435.7% | -543.4% | +393.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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