+195.1%
WEC vs M
-6.5%
+201.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -0.5% | -3.3% | +2.8% | -0.4% |
| 30D | +12.0% | +8.1% | +3.9% | +11.6% |
| 3M | +11.1% | +2.2% | +8.9% | +10.9% |
| 6M | +6.0% | +35.1% | -29.1% | +4.6% |
| YTD | +14.3% | +15.8% | -1.6% | +13.3% |
| 1Y | +8.0% | +25.8% | -17.8% | +6.7% |
| 3Y | +62.8% | +156.2% | -93.4% | +54.7% |
| 5Y | +55.3% | -2.4% | +57.7% | +51.7% |
| All | +195.1% | -6.5% | +201.7% | +139.7% |
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