+148.4%
WEC vs SM
+16.0%
+132.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.9% | +20.3% | -19.4% | +1.0% |
| 3M | -5.3% | +22.9% | -28.2% | -5.2% |
| 6M | -6.6% | +47.8% | -54.4% | -6.4% |
| YTD | +3.3% | +107.5% | -104.2% | +3.7% |
| 1Y | +2.1% | +51.7% | -49.7% | +2.3% |
| 3Y | +39.6% | -0.9% | +40.4% | +39.7% |
| 5Y | +31.2% | +112.2% | -81.1% | +32.7% |
| 10Y | +148.4% | +20.3% | +128.1% | +143.2% |
| All | +148.4% | +16.0% | +132.5% | +143.2% |
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