+189.4%
WEC vs SM
+4.2%
+185.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.6% | -0.1% |
| 7D | +1.4% | -19.5% | +20.9% | +1.3% |
| 30D | +12.8% | -20.2% | +33.0% | +12.7% |
| 3M | +11.2% | -6.5% | +17.7% | +11.2% |
| 6M | +6.6% | +1.6% | +5.1% | +6.6% |
| YTD | +13.8% | +61.2% | -47.4% | +14.1% |
| 1Y | +7.6% | +65.4% | -57.7% | +7.9% |
| 3Y | +62.2% | -13.0% | +75.2% | +62.3% |
| 5Y | +52.0% | -4.3% | +56.2% | +52.7% |
| 10Y | +189.4% | +3.0% | +186.4% | +182.0% |
| All | +189.4% | +4.2% | +185.2% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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