+63.8%
WEC vs SM
-14.2%
+78.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.8% | +1.1% |
| 7D | +0.2% | -22.3% | +22.5% | 0.0% |
| 30D | +12.9% | -21.4% | +34.3% | +12.7% |
| 3M | +9.8% | +1.4% | +8.4% | +9.7% |
| 6M | +6.7% | +0.1% | +6.6% | +6.6% |
| YTD | +14.0% | +59.0% | -45.0% | +13.8% |
| 1Y | +7.3% | +64.3% | -57.0% | +7.2% |
| 3Y | +63.8% | -13.1% | +76.9% | +57.0% |
| All | +63.8% | -14.2% | +78.0% | +57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling