+197.9%
WEC vs SPG
+113.9%
+84.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +2.3% | +2.0% | +0.3% | +2.0% |
| 30D | +11.1% | +17.2% | -6.2% | +8.7% |
| 3M | +8.4% | +6.3% | +2.1% | +7.5% |
| 6M | +7.5% | +18.7% | -11.2% | +5.0% |
| YTD | +15.3% | +30.1% | -14.7% | +11.2% |
| 1Y | +9.7% | +32.8% | -23.0% | +5.5% |
| 3Y | +64.7% | +133.6% | -68.9% | +46.6% |
| 5Y | +57.3% | +84.4% | -27.1% | +42.3% |
| All | +197.9% | +113.9% | +84.0% | +190.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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