+3,311.7%
WEC vs M
+442.1%
+2,869.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.1% | -7.0% | +0.5% |
| 7D | +0.2% | +2.5% | -2.3% | 0.0% |
| 30D | +12.9% | +10.1% | +2.9% | +12.0% |
| 3M | +9.8% | -0.9% | +10.7% | +9.7% |
| 6M | +6.7% | +30.2% | -23.4% | +4.2% |
| YTD | +14.0% | +16.3% | -2.3% | +12.0% |
| 1Y | +7.3% | +27.0% | -19.6% | +4.7% |
| 3Y | +63.8% | +154.5% | -90.7% | +48.0% |
| 5Y | +54.8% | -1.1% | +55.8% | +47.0% |
| 10Y | +185.7% | +0.5% | +185.2% | +147.6% |
| All | +3,311.7% | +442.1% | +2,869.6% | +2,191.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling