+503.9%
WEC vs PSLV
+120.6%
+383.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -1.0% |
| 7D | +0.4% | +3.3% | -2.9% | +0.2% |
| 30D | +0.9% | +2.1% | -1.2% | +0.7% |
| 3M | -5.3% | +7.1% | -12.5% | -6.0% |
| 6M | -6.6% | -21.6% | +15.0% | -5.3% |
| YTD | +3.3% | -6.7% | +10.0% | +2.1% |
| 1Y | +2.1% | +59.3% | -57.2% | -4.0% |
| 3Y | +39.6% | +182.1% | -142.5% | +23.6% |
| 5Y | +31.2% | +162.6% | -131.5% | +16.1% |
| 10Y | +148.4% | +203.0% | -54.6% | +113.9% |
| All | +503.9% | +120.6% | +383.3% | +396.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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