+33.6%
WEC vs M
+27.3%
+6.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -0.3% | +4.7% | -5.0% | -0.3% |
| 30D | -1.3% | -9.6% | +8.4% | -1.2% |
| 3M | -3.9% | +0.9% | -4.8% | -4.0% |
| 6M | -8.3% | +22.3% | -30.6% | -8.6% |
| YTD | +3.1% | +6.5% | -3.5% | +2.9% |
| 1Y | +1.9% | +38.8% | -36.8% | +1.2% |
| 3Y | +41.9% | +115.9% | -74.0% | +39.8% |
| All | +33.6% | +27.3% | +6.3% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling