+193.2%
WEC vs WAT
+230.7%
-37.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | +12.0% | +9.0% | +3.0% | +10.3% |
| 3M | +11.1% | +13.5% | -2.4% | +8.6% |
| 6M | +6.0% | +35.3% | -29.3% | +0.3% |
| YTD | +14.3% | +24.0% | -9.7% | +9.2% |
| 1Y | +8.0% | +22.0% | -14.0% | +3.4% |
| 3Y | +62.8% | +84.0% | -21.2% | +38.8% |
| 5Y | +55.3% | +34.4% | +21.0% | +39.8% |
| 10Y | +193.2% | +231.4% | -38.3% | +118.0% |
| All | +193.2% | +230.7% | -37.6% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling