+2,750.5%
WEC vs SPG
+5,961.7%
-3,211.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.2% |
| 7D | +1.4% | +5.6% | -4.2% | +0.5% |
| 30D | +12.8% | +17.6% | -4.8% | +9.8% |
| 3M | +11.2% | +7.5% | +3.8% | +9.9% |
| 6M | +6.6% | +18.5% | -11.9% | +3.6% |
| YTD | +13.8% | +30.9% | -17.1% | +8.7% |
| 1Y | +7.6% | +34.1% | -26.5% | +2.4% |
| 3Y | +62.2% | +135.5% | -73.3% | +39.5% |
| 5Y | +52.0% | +86.5% | -34.6% | +34.3% |
| 10Y | +189.4% | +116.1% | +73.3% | +134.6% |
| All | +2,750.5% | +5,961.7% | -3,211.2% | +1,108.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling