+2,985.2%
WEC vs M
+396.5%
+2,588.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.9% |
| 7D | -0.3% | +4.7% | -5.0% | -0.6% |
| 30D | -1.3% | -9.6% | +8.4% | -0.6% |
| 3M | -3.9% | +0.9% | -4.8% | -4.2% |
| 6M | -8.3% | +22.3% | -30.6% | -10.0% |
| YTD | +3.1% | +6.5% | -3.5% | +2.1% |
| 1Y | +1.9% | +38.8% | -36.8% | -1.3% |
| 3Y | +41.9% | +115.9% | -74.0% | +30.0% |
| 5Y | +30.8% | +28.6% | +2.2% | +20.8% |
| 10Y | +141.9% | -2.5% | +144.5% | +109.9% |
| All | +2,985.2% | +396.5% | +2,588.7% | +1,988.3% |
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