+54.7%
WEC vs LTH
+186.2%
-131.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +1.4% | +6.4% | -5.0% | +1.0% |
| 30D | +12.8% | +16.7% | -3.9% | +11.7% |
| 3M | +11.2% | +11.7% | -0.5% | +10.4% |
| 6M | +6.6% | +48.5% | -41.9% | +4.0% |
| YTD | +13.8% | +78.4% | -64.6% | +9.5% |
| 1Y | +7.6% | +89.7% | -82.0% | +3.1% |
| 3Y | +62.2% | +245.6% | -183.4% | +48.0% |
| 5Y | +52.0% | +142.7% | -90.7% | +33.0% |
| All | +54.7% | +186.2% | -131.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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