+2,480.8%
WEC vs SPG
+5,256.9%
-2,776.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -0.3% | -2.4% | +2.1% | +0.1% |
| 30D | -1.3% | -6.8% | +5.5% | -0.1% |
| 3M | -3.9% | +2.7% | -6.6% | -4.4% |
| 6M | -8.3% | +5.5% | -13.8% | -9.2% |
| YTD | +3.1% | +15.7% | -12.6% | +0.5% |
| 1Y | +1.9% | +20.9% | -18.9% | -1.4% |
| 3Y | +41.9% | +112.4% | -70.5% | +24.2% |
| 5Y | +30.8% | +101.4% | -70.6% | +14.1% |
| 10Y | +141.9% | +60.6% | +81.3% | +106.8% |
| All | +2,480.8% | +5,256.9% | -2,776.1% | +1,017.1% |
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