+31.7%
WEC vs SPG
+106.4%
-74.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +0.3% | -4.9% | +5.3% | +1.5% |
| 3M | -2.9% | +3.3% | -6.2% | -3.7% |
| 6M | -5.9% | +11.2% | -17.1% | -8.2% |
| YTD | +4.1% | +17.1% | -12.9% | +0.3% |
| 1Y | +3.1% | +21.6% | -18.5% | -1.5% |
| 3Y | +40.8% | +111.9% | -71.1% | +16.7% |
| 5Y | +31.7% | +106.9% | -75.2% | +7.7% |
| All | +31.7% | +106.4% | -74.7% | +7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling