+148.4%
WEC vs SPG
+59.6%
+88.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +0.9% | -6.3% | +7.2% | +1.8% |
| 3M | -5.3% | -2.4% | -2.9% | -5.0% |
| 6M | -6.6% | +9.6% | -16.2% | -7.8% |
| YTD | +3.3% | +14.2% | -10.9% | +1.4% |
| 1Y | +2.1% | +19.3% | -17.2% | -0.4% |
| 3Y | +39.6% | +106.7% | -67.1% | +26.1% |
| 5Y | +31.2% | +104.2% | -73.0% | +17.7% |
| 10Y | +148.4% | +63.7% | +84.7% | +162.3% |
| All | +148.4% | +59.6% | +88.9% | +162.3% |
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