+1,642.8%
WEC vs SNY
+241.5%
+1,401.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -1.3% | -3.6% | +2.4% | -0.4% |
| 30D | -0.4% | -1.9% | +1.5% | 0.0% |
| 3M | -6.8% | -2.0% | -4.8% | -6.5% |
| 6M | -6.4% | +2.5% | -8.9% | -7.2% |
| YTD | +2.5% | -7.0% | +9.4% | +3.8% |
| 1Y | -0.4% | -4.4% | +4.0% | 0.0% |
| 3Y | +38.5% | -8.4% | +46.9% | +37.9% |
| 5Y | +31.7% | +9.5% | +22.1% | +23.8% |
| 10Y | +146.6% | +64.3% | +82.2% | +105.9% |
| All | +1,642.8% | +241.5% | +1,401.3% | +1,017.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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