+2,712.9%
WEC vs SPY
+3,091.8%
-378.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -1.3% | +0.1% | -1.3% | -1.3% |
| 3M | -3.9% | +2.0% | -5.9% | -4.9% |
| 6M | -8.3% | +13.0% | -21.3% | -13.4% |
| YTD | +3.1% | +13.5% | -10.5% | -2.9% |
| 1Y | +1.9% | +20.0% | -18.0% | -6.4% |
| 3Y | +41.9% | +77.2% | -35.3% | +8.0% |
| 5Y | +30.8% | +81.9% | -51.1% | -2.8% |
| 10Y | +141.9% | +314.1% | -172.1% | +22.6% |
| All | +2,712.9% | +3,091.8% | -378.9% | +374.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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