+57.3%
WEC vs S
-48.9%
+106.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.0% | -6.9% | +1.2% |
| 7D | +0.2% | +1.6% | -1.3% | +0.2% |
| 30D | +12.9% | -10.5% | +23.4% | +12.8% |
| 3M | +9.8% | +9.9% | -0.1% | +9.9% |
| 6M | +6.7% | +41.8% | -35.0% | +7.1% |
| YTD | +14.0% | +56.8% | -42.8% | +14.5% |
| 1Y | +7.3% | +39.0% | -31.7% | +7.8% |
| 3Y | +63.8% | +53.8% | +10.0% | +64.3% |
| 5Y | +54.8% | -68.6% | +123.3% | +48.1% |
| All | +57.3% | -48.9% | +106.2% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling