+193.2%
WEC vs LII
+172.8%
+20.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -0.5% | -2.3% | +1.8% | -0.2% |
| 30D | +12.0% | -1.7% | +13.7% | +12.1% |
| 3M | +11.1% | -18.3% | +29.4% | +14.7% |
| 6M | +6.0% | -32.3% | +38.3% | +12.2% |
| YTD | +14.3% | -27.1% | +41.4% | +18.8% |
| 1Y | +8.0% | -27.2% | +35.2% | +12.2% |
| 3Y | +62.8% | -8.9% | +71.8% | +56.6% |
| 5Y | +55.3% | +19.7% | +35.6% | +36.8% |
| 10Y | +193.2% | +168.9% | +24.3% | +117.8% |
| All | +193.2% | +172.8% | +20.3% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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