+54.5%
WEC vs S
-67.4%
+121.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.1% |
| 7D | -0.2% | -13.4% | +13.3% | -0.3% |
| 30D | +12.3% | -14.0% | +26.3% | +12.2% |
| 3M | +8.3% | +4.9% | +3.4% | +8.3% |
| 6M | +3.5% | +42.0% | -38.6% | +3.6% |
| YTD | +12.7% | +45.1% | -32.4% | +12.9% |
| 1Y | +8.2% | +33.1% | -24.9% | +8.4% |
| 3Y | +55.9% | +40.6% | +15.2% | +55.7% |
| All | +54.5% | -67.4% | +121.9% | +48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling