+305.0%
WEC vs NWSA
+127.4%
+177.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.4% |
| 7D | -0.3% | -1.9% | +1.6% | 0.0% |
| 30D | -1.3% | +4.6% | -5.9% | -2.0% |
| 3M | -3.9% | +13.2% | -17.2% | -5.8% |
| 6M | -8.3% | +27.0% | -35.3% | -11.7% |
| YTD | +3.1% | +16.8% | -13.8% | +0.3% |
| 1Y | +1.9% | +4.5% | -2.6% | +0.8% |
| 3Y | +41.9% | +46.2% | -4.3% | +32.3% |
| 5Y | +30.8% | +40.9% | -10.1% | +20.6% |
| 10Y | +141.9% | +145.1% | -3.2% | +91.8% |
| All | +305.0% | +127.4% | +177.6% | +226.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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