+8.8%
WEC vs SPG
+33.2%
-24.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +1.5% | +2.0% | -0.5% | +0.7% |
| 30D | +10.2% | +17.2% | -7.1% | +3.8% |
| 3M | +7.6% | +6.3% | +1.2% | +4.7% |
| 6M | +6.6% | +18.7% | -12.1% | +0.6% |
| YTD | +14.4% | +30.1% | -15.7% | +5.7% |
| 1Y | +8.8% | +32.8% | -23.9% | -0.3% |
| All | +8.8% | +33.2% | -24.4% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling