+141.1%
WEC vs M
-6.4%
+147.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.7% | +1.2% |
| 7D | +0.8% | +2.4% | -1.6% | +0.7% |
| 30D | +0.3% | -11.6% | +12.0% | +0.8% |
| 3M | -2.9% | +1.6% | -4.6% | -3.1% |
| 6M | -5.9% | +25.2% | -31.1% | -6.9% |
| YTD | +4.1% | +3.8% | +0.4% | +3.8% |
| 1Y | +3.1% | +36.3% | -33.2% | +1.5% |
| 3Y | +40.8% | +116.3% | -75.6% | +34.7% |
| 5Y | +31.7% | +28.2% | +3.5% | +26.4% |
| 10Y | +141.1% | -3.4% | +144.5% | +91.5% |
| All | +141.1% | -6.4% | +147.5% | +91.5% |
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