+9.2%
WEC vs MDY
+17.5%
-8.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.3% |
| 7D | +6.9% | +1.7% | +5.2% | +6.8% |
| 30D | +16.6% | +1.2% | +15.4% | +16.5% |
| 3M | +9.1% | -3.5% | +12.5% | +9.2% |
| 6M | +3.2% | +3.5% | -0.3% | +2.9% |
| YTD | +14.9% | +13.6% | +1.3% | +13.6% |
| 1Y | +9.2% | +17.1% | -7.9% | +7.2% |
| All | +9.2% | +17.5% | -8.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling