+185.7%
WEC vs M
+3.7%
+182.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +0.8% |
| 7D | +0.2% | +2.5% | -2.3% | +0.1% |
| 30D | +12.9% | +10.1% | +2.9% | +12.5% |
| 3M | +9.8% | -0.9% | +10.7% | +9.7% |
| 6M | +6.7% | +30.2% | -23.4% | +5.5% |
| YTD | +14.0% | +16.3% | -2.3% | +13.0% |
| 1Y | +7.3% | +27.0% | -19.6% | +6.0% |
| 3Y | +63.8% | +154.5% | -90.7% | +55.7% |
| 5Y | +54.8% | -1.1% | +55.8% | +51.1% |
| 10Y | +185.7% | +0.5% | +185.2% | +132.2% |
| All | +185.7% | +3.7% | +182.0% | +132.2% |
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