+142.0%
WEC vs SPYG
+424.6%
-282.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -0.6% | -0.9% | +0.3% | -0.3% |
| 30D | -2.6% | -1.5% | -1.1% | -2.2% |
| 3M | -6.0% | +3.7% | -9.8% | -7.2% |
| 6M | -5.4% | +16.4% | -21.8% | -10.0% |
| YTD | +2.5% | +13.3% | -10.9% | -1.8% |
| 1Y | -0.7% | +17.9% | -18.6% | -6.2% |
| 3Y | +38.7% | +98.3% | -59.6% | +6.1% |
| 5Y | +31.7% | +86.4% | -54.8% | +1.1% |
| All | +142.0% | +424.6% | -282.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling