+185.7%
WEC vs LII
+170.7%
+15.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.7% |
| 7D | +0.2% | -1.2% | +1.4% | +0.4% |
| 30D | +12.9% | -2.0% | +14.9% | +13.1% |
| 3M | +9.8% | -20.2% | +30.0% | +13.8% |
| 6M | +6.7% | -32.5% | +39.3% | +13.1% |
| YTD | +14.0% | -27.4% | +41.3% | +18.6% |
| 1Y | +7.3% | -28.2% | +35.5% | +11.8% |
| 3Y | +63.8% | -7.2% | +71.0% | +56.8% |
| 5Y | +54.8% | +19.9% | +34.8% | +36.2% |
| 10Y | +185.7% | +168.6% | +17.1% | +111.1% |
| All | +185.7% | +170.7% | +15.0% | +111.1% |
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