+353.3%
WEC vs NWSA
+102.5%
+250.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | +0.5% |
| 7D | +2.3% | +2.2% | +0.1% | +2.0% |
| 30D | +11.1% | -8.8% | +19.8% | +12.3% |
| 3M | +8.4% | -6.5% | +14.9% | +9.2% |
| 6M | +7.5% | +1.5% | +6.0% | +6.8% |
| YTD | +15.3% | +4.0% | +11.3% | +13.9% |
| 1Y | +9.7% | +3.4% | +6.3% | +8.4% |
| 3Y | +64.7% | +34.8% | +29.8% | +55.1% |
| 5Y | +57.3% | +18.4% | +38.9% | +48.7% |
| 10Y | +195.9% | +149.2% | +46.7% | +135.4% |
| All | +353.3% | +102.5% | +250.8% | +271.1% |
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