+2,241.1%
WEC vs MDY
+2,662.7%
-421.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.3% | -1.5% | +0.2% | -0.8% |
| 3M | -3.9% | +0.8% | -4.7% | -4.3% |
| 6M | -8.3% | +7.4% | -15.7% | -10.9% |
| YTD | +3.1% | +15.2% | -12.1% | -2.4% |
| 1Y | +1.9% | +16.5% | -14.6% | -4.0% |
| 3Y | +41.9% | +46.8% | -4.9% | +21.3% |
| 5Y | +30.8% | +46.0% | -15.3% | +10.6% |
| 10Y | +141.9% | +172.1% | -30.1% | +56.2% |
| All | +2,241.1% | +2,662.7% | -421.6% | +586.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling