+31.7%
WEC vs S
-72.3%
+104.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.3% | +1.0% |
| 7D | +0.8% | -5.8% | +6.6% | +0.8% |
| 30D | +0.3% | -9.2% | +9.5% | +0.3% |
| 3M | -2.9% | +23.4% | -26.3% | -2.8% |
| 6M | -5.9% | +36.9% | -42.8% | -5.8% |
| YTD | +4.1% | +29.5% | -25.4% | +4.3% |
| 1Y | +3.1% | +5.4% | -2.3% | +3.3% |
| 3Y | +40.8% | +14.7% | +26.1% | +40.6% |
| 5Y | +31.7% | -71.5% | +103.2% | +25.9% |
| All | +31.7% | -72.3% | +104.0% | +25.9% |
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