+2,637.9%
WEC vs SPYG
+528.0%
+2,109.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | +2.3% | +2.3% | 0.0% | +1.6% |
| 30D | +11.1% | -6.5% | +17.5% | +13.1% |
| 3M | +8.4% | -6.8% | +15.3% | +10.5% |
| 6M | +7.5% | -3.1% | +10.6% | +7.9% |
| YTD | +15.3% | +8.0% | +7.3% | +11.4% |
| 1Y | +9.7% | +10.2% | -0.5% | +5.3% |
| 3Y | +64.7% | +91.0% | -26.3% | +28.3% |
| 5Y | +57.3% | +67.7% | -10.5% | +26.2% |
| 10Y | +195.9% | +393.9% | -198.0% | +59.3% |
| All | +2,637.9% | +528.0% | +2,109.9% | +980.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling