+195.2%
WEC vs M
-8.5%
+203.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -0.7% | +0.6% | -1.3% | -0.7% |
| 30D | +11.0% | +7.0% | +4.0% | +10.6% |
| 3M | +8.6% | +3.1% | +5.5% | +8.4% |
| 6M | +6.2% | +33.5% | -27.3% | +4.8% |
| YTD | +14.3% | +13.4% | +0.9% | +13.4% |
| 1Y | +8.4% | +22.4% | -14.1% | +7.2% |
| 3Y | +62.9% | +150.9% | -88.0% | +54.9% |
| 5Y | +55.8% | -3.0% | +58.9% | +52.2% |
| All | +195.2% | -8.5% | +203.7% | +140.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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