+2,362.8%
WEC vs WAT
+12,225.3%
-9,862.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.9% | +0.2% |
| 7D | -0.7% | +2.0% | -2.7% | -0.9% |
| 30D | +11.0% | +7.7% | +3.3% | +10.1% |
| 3M | +8.6% | +11.1% | -2.5% | +7.3% |
| 6M | +6.2% | +31.2% | -25.1% | +3.0% |
| YTD | +14.3% | +21.7% | -7.4% | +11.3% |
| 1Y | +8.4% | +19.3% | -10.9% | +5.7% |
| 3Y | +62.9% | +80.6% | -17.7% | +50.4% |
| 5Y | +55.8% | +29.5% | +26.3% | +47.8% |
| 10Y | +193.2% | +225.3% | -32.1% | +152.3% |
| All | +2,362.8% | +12,225.3% | -9,862.6% | +1,566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling