+42.3%
WEC vs S
-56.8%
+99.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -0.3% | -7.7% | +7.4% | -0.3% |
| 30D | -1.3% | -5.3% | +4.0% | -1.3% |
| 3M | -3.9% | +20.3% | -24.2% | -3.8% |
| 6M | -8.3% | +47.4% | -55.7% | -8.0% |
| YTD | +3.1% | +32.5% | -29.5% | +3.3% |
| 1Y | +1.9% | +9.5% | -7.6% | +2.2% |
| 3Y | +41.9% | +15.5% | +26.4% | +42.1% |
| 5Y | +30.8% | -71.2% | +102.0% | +25.0% |
| All | +42.3% | -56.8% | +99.1% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling